+6.4%
WPM vs TDY
-7.1%
+13.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.2% |
| 7D | +3.9% | -1.8% | +5.7% | +5.2% |
| 30D | +17.7% | -13.8% | +31.4% | +31.7% |
| 3M | +39.4% | -3.9% | +43.3% | +40.8% |
| 6M | +6.4% | -9.0% | +15.4% | +13.6% |
| All | +6.4% | -7.1% | +13.5% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling