+37.8%
WPM vs IRE
-98.1%
+135.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | +0.8% |
| 7D | -3.6% | -31.8% | +28.3% | -1.1% |
| 30D | +1.4% | -71.8% | +73.2% | +8.7% |
| 3M | -0.2% | -88.9% | +88.7% | +13.7% |
| 6M | -7.3% | -95.4% | +88.0% | +8.1% |
| YTD | +12.3% | -94.2% | +106.6% | +25.4% |
| 1Y | +24.9% | -97.1% | +122.0% | +40.3% |
| All | +37.8% | -98.1% | +135.9% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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