+213.3%
WPM vs FIVE
+34.8%
+178.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +16.9% | -0.3% | +17.2% | +16.9% |
| 30D | +2.0% | +17.7% | -15.7% | +1.2% |
| 3M | +8.9% | +4.0% | +5.0% | +8.7% |
| 6M | +1.6% | +2.6% | -1.0% | +1.3% |
| YTD | +16.5% | +27.6% | -11.1% | +15.6% |
| 1Y | +42.2% | +59.9% | -17.7% | +40.4% |
| 3Y | +213.3% | +35.8% | +177.5% | +215.4% |
| All | +213.3% | +34.8% | +178.5% | +215.4% |
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