+51.5%
WPM vs TLN
-17.2%
+68.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -2.2% |
| 7D | +1.1% | +7.1% | -6.0% | -1.0% |
| 30D | +26.4% | -3.9% | +30.2% | +27.6% |
| 3M | +20.8% | -16.2% | +37.0% | +26.1% |
| 6M | +1.1% | -5.8% | +6.9% | +2.7% |
| YTD | +32.5% | -15.4% | +47.9% | +35.6% |
| 1Y | +51.5% | -16.7% | +68.2% | +58.5% |
| All | +51.5% | -17.2% | +68.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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