+271.8%
WPM vs WWD
+167.9%
+103.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +3.9% | +0.6% | +3.2% | +3.7% |
| 30D | +17.7% | -5.1% | +22.8% | +19.3% |
| 3M | +39.4% | -11.2% | +50.7% | +43.9% |
| 6M | +6.4% | -12.0% | +18.5% | +9.8% |
| YTD | +34.0% | +12.0% | +22.0% | +31.5% |
| 1Y | +50.5% | +42.8% | +7.7% | +40.4% |
| All | +271.8% | +167.9% | +103.8% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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