+265.4%
WPM vs MOH
-19.7%
+285.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.0% |
| 7D | -0.6% | +1.7% | -2.3% | -0.6% |
| 30D | +14.4% | -0.9% | +15.3% | +14.4% |
| 3M | +37.0% | +5.7% | +31.3% | +36.7% |
| 6M | +4.1% | +39.1% | -35.0% | +2.8% |
| YTD | +31.7% | +17.7% | +14.0% | +30.7% |
| 1Y | +44.2% | +8.4% | +35.8% | +43.2% |
| 3Y | +265.5% | -36.6% | +302.1% | +264.7% |
| All | +265.4% | -19.7% | +285.0% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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