+132.3%
AA vs WPM
+523.6%
-391.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.3% |
| 7D | -0.6% | +3.9% | -4.5% | -2.0% |
| 30D | -1.6% | +17.7% | -19.2% | -7.5% |
| 3M | -29.8% | +39.4% | -69.2% | -38.2% |
| 6M | -16.6% | +6.4% | -23.0% | -19.6% |
| YTD | -4.0% | +34.0% | -38.0% | -15.3% |
| 1Y | +63.5% | +50.5% | +13.0% | +38.2% |
| 3Y | +86.8% | +280.3% | -193.5% | +12.3% |
| 5Y | +12.4% | +266.3% | -254.0% | -32.5% |
| 10Y | +132.3% | +550.8% | -418.5% | +18.6% |
| All | +132.3% | +523.6% | -391.3% | +18.6% |
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