+225.7%
WPM vs TLN
+683.0%
-457.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.2% | -1.6% | +4.4% |
| 7D | +20.8% | +9.1% | +11.8% | +18.6% |
| 30D | +3.8% | -4.1% | +7.9% | +4.3% |
| 3M | +7.4% | +4.4% | +3.0% | +5.9% |
| 6M | +4.0% | -6.0% | +10.0% | +3.9% |
| YTD | +23.0% | -3.1% | +26.1% | +21.6% |
| 1Y | +45.9% | -6.1% | +52.0% | +44.6% |
| 3Y | +242.9% | +575.3% | -332.4% | +137.4% |
| All | +225.7% | +683.0% | -457.3% | +121.0% |
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