+238.4%
A vs WPM
+545.0%
-306.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.7% |
| 7D | -4.6% | -3.6% | -1.0% | -4.2% |
| 30D | -4.3% | +12.5% | -16.7% | -5.7% |
| 3M | +8.9% | +40.6% | -31.7% | +4.2% |
| 6M | +24.5% | +0.5% | +24.0% | +23.6% |
| YTD | +5.8% | +29.0% | -23.2% | +1.4% |
| 1Y | +16.2% | +43.8% | -27.6% | +9.5% |
| 3Y | +28.5% | +266.3% | -237.8% | +5.3% |
| 5Y | -16.3% | +255.1% | -271.4% | -32.1% |
| All | +238.4% | +545.0% | -306.6% | +168.6% |
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