+40.0%
WPM vs TLN
-17.6%
+57.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -8.5% | +20.5% | +14.1% |
| 7D | +3.9% | -6.0% | +9.9% | +4.9% |
| 30D | -3.5% | -1.5% | -2.0% | -4.0% |
| 3M | +14.1% | -3.9% | +18.0% | +13.9% |
| 6M | +6.2% | -15.0% | +21.3% | +8.8% |
| YTD | +12.4% | -12.8% | +25.2% | +13.0% |
| 1Y | +40.0% | -17.3% | +57.3% | +43.8% |
| All | +40.0% | -17.6% | +57.6% | +43.8% |
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