+213.3%
WPM vs S
+34.5%
+178.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.8% |
| 7D | +16.9% | -13.4% | +30.4% | +17.8% |
| 30D | +2.0% | -14.0% | +15.9% | +2.7% |
| 3M | +8.9% | +4.9% | +4.1% | +8.3% |
| 6M | +1.6% | +42.0% | -40.4% | -1.6% |
| YTD | +16.5% | +45.1% | -28.6% | +12.3% |
| 1Y | +42.2% | +33.1% | +9.1% | +38.0% |
| 3Y | +213.3% | +40.6% | +172.7% | +220.7% |
| All | +213.3% | +34.5% | +178.8% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling