+210.4%
WPM vs WU
-23.0%
+233.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | -2.0% | -1.5% | -3.4% |
| 30D | +1.4% | +11.4% | -10.0% | +0.3% |
| 3M | -0.2% | -6.8% | +6.6% | +0.2% |
| 6M | -7.3% | -14.6% | +7.3% | -6.9% |
| YTD | +12.3% | -20.6% | +33.0% | +13.3% |
| 1Y | +24.9% | -15.4% | +40.3% | +25.4% |
| 3Y | +210.4% | -23.6% | +234.0% | +210.4% |
| All | +210.4% | -23.0% | +233.4% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling