+255.1%
WPM vs WY
-22.3%
+277.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.9% |
| 7D | -3.6% | -3.7% | +0.1% | -2.6% |
| 30D | +12.5% | -11.3% | +23.8% | +16.3% |
| 3M | +40.6% | -8.1% | +48.8% | +43.5% |
| 6M | +0.5% | -7.4% | +8.0% | +2.4% |
| YTD | +29.0% | -4.7% | +33.7% | +30.1% |
| 1Y | +43.8% | -9.2% | +53.0% | +46.7% |
| 3Y | +266.3% | -24.7% | +291.0% | +289.5% |
| 5Y | +255.1% | -21.6% | +276.7% | +294.7% |
| All | +255.1% | -22.3% | +277.4% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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