+265.4%
WPM vs MKTX
-60.5%
+325.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | +14.4% | +0.7% | +13.7% | +14.3% |
| 3M | +37.0% | +40.8% | -3.8% | +27.2% |
| 6M | +4.1% | -8.0% | +12.1% | +5.3% |
| YTD | +31.7% | -8.7% | +40.5% | +33.3% |
| 1Y | +44.2% | -11.8% | +56.0% | +46.8% |
| 3Y | +265.5% | -24.0% | +289.5% | +275.2% |
| All | +265.4% | -60.5% | +325.8% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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