+46.9%
WPM vs M
+31.9%
+15.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | +7.0% | +2.4% | +4.7% | +6.6% |
| 30D | +15.7% | -11.6% | +27.3% | +18.0% |
| 3M | +35.2% | +1.6% | +33.6% | +34.3% |
| 6M | +6.1% | +25.2% | -19.1% | +3.0% |
| YTD | +32.6% | +3.8% | +28.8% | +30.2% |
| 1Y | +46.9% | +36.3% | +10.6% | +38.3% |
| All | +46.9% | +31.9% | +15.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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