+5,997.9%
WPM vs ITOT
+805.2%
+5,192.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | +3.9% | -0.4% | +4.2% | +4.2% |
| 30D | +17.7% | -1.6% | +19.3% | +19.2% |
| 3M | +39.4% | +3.5% | +35.9% | +36.1% |
| 6M | +6.4% | +13.1% | -6.7% | -2.2% |
| YTD | +34.0% | +12.7% | +21.3% | +23.6% |
| 1Y | +50.5% | +18.3% | +32.2% | +33.8% |
| 3Y | +280.3% | +76.4% | +203.9% | +144.9% |
| 5Y | +266.3% | +73.8% | +192.6% | +133.9% |
| 10Y | +550.8% | +301.2% | +249.6% | +80.2% |
| All | +5,997.9% | +805.2% | +5,192.6% | +559.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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