+260.8%
WPM vs M
+27.3%
+233.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.2% |
| 7D | +1.1% | +4.7% | -3.6% | +0.8% |
| 30D | +26.4% | -9.6% | +36.0% | +27.1% |
| 3M | +20.8% | +0.9% | +20.0% | +20.7% |
| 6M | +1.1% | +22.3% | -21.2% | -0.1% |
| YTD | +32.5% | +6.5% | +25.9% | +31.6% |
| 1Y | +51.5% | +38.8% | +12.8% | +48.5% |
| 3Y | +267.0% | +115.9% | +151.1% | +250.4% |
| All | +260.8% | +27.3% | +233.5% | +258.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling