+734.9%
WPM vs USFR
+27.5%
+707.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +26.4% | +0.3% | +26.1% | +26.3% |
| 3M | +20.8% | +1.0% | +19.8% | +20.5% |
| 6M | +1.1% | +1.9% | -0.8% | +0.5% |
| YTD | +32.5% | +2.6% | +29.8% | +31.4% |
| 1Y | +51.5% | +4.0% | +47.5% | +49.7% |
| 3Y | +267.0% | +14.1% | +252.9% | +253.8% |
| 5Y | +250.1% | +20.4% | +229.7% | +232.6% |
| 10Y | +540.4% | +28.0% | +512.4% | +499.5% |
| All | +734.9% | +27.5% | +707.4% | +669.8% |
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