+50.5%
WPM vs LTH
+43.6%
+6.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | +3.9% | -4.0% | +7.9% | +4.4% |
| 30D | +17.7% | -1.7% | +19.3% | +17.7% |
| 3M | +39.4% | +28.0% | +11.4% | +32.3% |
| 6M | +6.4% | +54.1% | -47.6% | -1.1% |
| YTD | +34.0% | +57.1% | -23.1% | +25.6% |
| 1Y | +50.5% | +45.8% | +4.7% | +49.6% |
| All | +50.5% | +43.6% | +6.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling