+5,773.0%
WPM vs MKTX
+1,730.6%
+4,042.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | +12.5% | +0.8% | +11.6% | +12.3% |
| 3M | +40.6% | +41.1% | -0.5% | +32.4% |
| 6M | +0.5% | -9.5% | +10.1% | +1.3% |
| YTD | +29.0% | -8.7% | +37.7% | +29.7% |
| 1Y | +43.8% | -10.0% | +53.8% | +44.7% |
| 3Y | +266.3% | -24.6% | +290.9% | +273.9% |
| 5Y | +255.1% | -60.3% | +315.4% | +294.0% |
| 10Y | +526.8% | +5.0% | +521.8% | +489.2% |
| All | +5,773.0% | +1,730.6% | +4,042.4% | +3,204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling