+44.3%
AR vs WPM
+523.6%
-479.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -1.2% | +3.9% | -5.1% | -1.6% |
| 30D | +5.5% | +17.7% | -12.1% | +3.6% |
| 3M | +12.9% | +39.4% | -26.6% | +8.5% |
| 6M | +0.1% | +6.4% | -6.3% | -1.3% |
| YTD | +13.5% | +34.0% | -20.5% | +7.8% |
| 1Y | +21.6% | +50.5% | -28.9% | +13.2% |
| 3Y | +46.0% | +280.3% | -234.3% | +18.1% |
| 5Y | +143.7% | +266.3% | -122.6% | +95.5% |
| 10Y | +44.3% | +550.8% | -506.5% | +16.4% |
| All | +44.3% | +523.6% | -479.3% | +16.4% |
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