+420.3%
WPM vs INDA
+115.1%
+305.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +26.4% | -0.8% | +27.1% | +26.8% |
| 3M | +20.8% | +3.9% | +16.9% | +19.3% |
| 6M | +1.1% | -0.7% | +1.8% | +1.8% |
| YTD | +32.5% | -7.7% | +40.1% | +36.8% |
| 1Y | +51.5% | -5.1% | +56.6% | +55.0% |
| 3Y | +267.0% | +13.6% | +253.4% | +250.9% |
| 5Y | +250.1% | +7.8% | +242.3% | +239.9% |
| 10Y | +540.4% | +84.6% | +455.7% | +395.5% |
| All | +420.3% | +115.1% | +305.1% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 all: compounded portfolio wealth divided by compounded INDA 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…
all analysis · Full analysis span regression · 6 months rolling