+5,026.9%
WPM vs WWD
+2,509.8%
+2,517.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | -0.5% | +8.2% | -8.7% | -2.7% |
| 30D | -3.1% | -0.2% | -2.9% | -3.2% |
| 3M | -2.2% | -8.4% | +6.3% | +0.1% |
| 6M | -7.4% | -9.5% | +2.1% | -5.1% |
| YTD | +12.6% | +10.1% | +2.6% | +8.9% |
| 1Y | +22.8% | +21.6% | +1.3% | +15.1% |
| 3Y | +213.6% | +149.6% | +64.1% | +133.2% |
| 5Y | +211.2% | +191.3% | +19.9% | +116.3% |
| 10Y | +733.9% | +455.2% | +278.7% | +315.6% |
| All | +5,026.9% | +2,509.8% | +2,517.2% | +1,021.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling