+279.7%
WPM vs FIVE
+56.0%
+223.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.3% |
| 7D | +1.1% | +4.3% | -3.2% | +0.9% |
| 30D | +26.4% | +12.5% | +13.8% | +25.7% |
| 3M | +20.8% | +31.2% | -10.4% | +19.5% |
| 6M | +1.1% | +14.4% | -13.3% | +0.5% |
| YTD | +32.5% | +33.9% | -1.4% | +31.2% |
| 1Y | +51.5% | +65.1% | -13.5% | +49.1% |
| All | +279.7% | +56.0% | +223.7% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling