+40.0%
WPM vs VO
+16.3%
+23.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +10.2% |
| 7D | +3.9% | +1.0% | +2.9% | +2.0% |
| 30D | -3.5% | +2.6% | -6.1% | -8.2% |
| 3M | +14.1% | -0.3% | +14.4% | +15.1% |
| 6M | +6.2% | +7.6% | -1.4% | -6.9% |
| YTD | +12.4% | +14.7% | -2.3% | -10.4% |
| 1Y | +40.0% | +16.4% | +23.5% | +9.8% |
| All | +40.0% | +16.3% | +23.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling