+40.0%
WPM vs TDY
+22.9%
+17.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.8% | +16.8% | +14.5% |
| 7D | +3.9% | -5.0% | +8.9% | +6.4% |
| 30D | -3.5% | +2.0% | -5.5% | -5.4% |
| 3M | +14.1% | -7.7% | +21.8% | +18.9% |
| 6M | +6.2% | -0.9% | +7.1% | +5.2% |
| YTD | +12.4% | +23.7% | -11.4% | +2.4% |
| 1Y | +40.0% | +23.6% | +16.3% | +28.2% |
| All | +40.0% | +22.9% | +17.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling