+312.4%
A vs WPM
+752.0%
-439.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +0.8% | -3.1% | +3.9% | +1.1% |
| 3M | +16.9% | -2.2% | +19.0% | +16.8% |
| 6M | +53.8% | -7.4% | +61.2% | +54.3% |
| YTD | +28.1% | +12.6% | +15.5% | +24.2% |
| 1Y | +15.0% | +22.8% | -7.8% | +10.1% |
| 3Y | +63.1% | +213.6% | -150.6% | +34.1% |
| 5Y | +11.5% | +211.2% | -199.7% | -9.6% |
| All | +312.4% | +752.0% | -439.5% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling