+42.9%
WPM vs IRE
-97.2%
+140.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +39.6% | -36.7% | +0.1% |
| 7D | +16.9% | -27.2% | +44.1% | +17.6% |
| 30D | +2.0% | -75.1% | +77.1% | +10.5% |
| 3M | +8.9% | -77.9% | +86.8% | +18.0% |
| 6M | +1.6% | -94.6% | +96.2% | +17.1% |
| YTD | +16.5% | -91.5% | +108.0% | +26.8% |
| 1Y | +42.2% | -97.8% | +140.0% | +55.6% |
| All | +42.9% | -97.2% | +140.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling