+44.2%
WPM vs TDY
+10.5%
+33.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.4% |
| 7D | -0.6% | -1.1% | +0.6% | 0.0% |
| 30D | +14.4% | -12.0% | +26.5% | +22.7% |
| 3M | +37.0% | -3.2% | +40.2% | +38.5% |
| 6M | +4.1% | -7.9% | +12.0% | +7.6% |
| YTD | +31.7% | +18.2% | +13.5% | +28.0% |
| 1Y | +44.2% | +6.7% | +37.5% | +38.7% |
| All | +44.2% | +10.5% | +33.6% | +38.7% |
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