+266.3%
WPM vs WWD
+191.3%
+75.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.2% |
| 3M | +39.4% | -11.2% | +50.7% | +43.8% |
| 6M | +6.4% | -12.0% | +18.5% | +9.8% |
| YTD | +34.0% | +12.0% | +22.0% | +30.4% |
| 1Y | +50.5% | +42.8% | +7.7% | +37.8% |
| 3Y | +280.3% | +168.9% | +111.4% | +188.9% |
| 5Y | +266.3% | +192.2% | +74.1% | +159.9% |
| All | +266.3% | +191.3% | +75.0% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling