+5,928.6%
WPM vs WWD
+2,622.3%
+3,306.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.4% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +26.4% | -7.2% | +33.5% | +28.9% |
| 3M | +20.8% | -3.8% | +24.7% | +21.7% |
| 6M | +1.1% | -9.9% | +11.0% | +3.8% |
| YTD | +32.5% | +14.8% | +17.6% | +26.7% |
| 1Y | +51.5% | +42.1% | +9.5% | +35.7% |
| 3Y | +267.0% | +170.8% | +96.2% | +166.5% |
| 5Y | +250.1% | +197.5% | +52.6% | +142.0% |
| 10Y | +540.4% | +477.8% | +62.5% | +215.6% |
| All | +5,928.6% | +2,622.3% | +3,306.3% | +1,204.6% |
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