+608.1%
WPM vs USFR
+28.6%
+579.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | +1.4% | +0.4% | +1.1% | +1.4% |
| 3M | -0.2% | +1.1% | -1.2% | -0.5% |
| 6M | -7.3% | +2.0% | -9.3% | -7.8% |
| YTD | +12.3% | +3.5% | +8.9% | +11.2% |
| 1Y | +24.9% | +4.1% | +20.8% | +23.4% |
| 3Y | +210.4% | +14.4% | +196.0% | +199.0% |
| 5Y | +210.4% | +21.4% | +188.9% | +194.2% |
| 10Y | +731.7% | +28.6% | +703.1% | +677.5% |
| All | +608.1% | +28.6% | +579.5% | +551.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling