+279.7%
WPM vs TLN
+476.4%
-196.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -1.7% |
| 7D | +1.1% | +7.1% | -6.0% | -0.1% |
| 30D | +26.4% | -3.9% | +30.2% | +27.1% |
| 3M | +20.8% | -16.2% | +37.0% | +24.2% |
| 6M | +1.1% | -5.8% | +6.9% | +2.1% |
| YTD | +32.5% | -15.4% | +47.9% | +34.8% |
| 1Y | +51.5% | -16.7% | +68.2% | +54.3% |
| All | +279.7% | +476.4% | -196.7% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling