+5,997.9%
WPM vs TDY
+1,660.5%
+4,337.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +3.9% | -1.8% | +5.7% | +4.5% |
| 30D | +17.7% | -13.8% | +31.4% | +23.1% |
| 3M | +39.4% | -3.9% | +43.3% | +41.0% |
| 6M | +6.4% | -9.0% | +15.4% | +9.7% |
| YTD | +34.0% | +16.5% | +17.4% | +27.8% |
| 1Y | +50.5% | +9.3% | +41.2% | +46.3% |
| 3Y | +280.3% | +45.1% | +235.2% | +235.2% |
| 5Y | +266.3% | +35.0% | +231.3% | +226.1% |
| 10Y | +550.8% | +469.0% | +81.8% | +219.7% |
| All | +5,997.9% | +1,660.5% | +4,337.3% | +1,682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling