+251.0%
WPM vs TLN
+602.5%
-351.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | +7.0% | +10.9% | -3.9% | +5.1% |
| 30D | +15.7% | -6.3% | +22.0% | +16.9% |
| 3M | +35.2% | -10.7% | +45.9% | +37.5% |
| 6M | +6.1% | +1.6% | +4.5% | +6.0% |
| YTD | +32.6% | -13.1% | +45.7% | +34.3% |
| 1Y | +46.9% | -15.1% | +62.0% | +49.0% |
| 3Y | +276.3% | +495.0% | -218.7% | +168.7% |
| All | +251.0% | +602.5% | -351.5% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling