+219.8%
ARM vs WPM
+226.6%
-6.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.8% | +12.3% |
| 7D | +6.0% | +3.1% | +2.9% | +4.9% |
| 30D | -20.3% | -1.8% | -18.5% | -19.9% |
| 3M | -24.4% | +1.0% | -25.4% | -25.0% |
| 6M | -4.4% | -5.4% | +1.1% | -4.6% |
| YTD | +86.0% | +15.9% | +70.2% | +74.4% |
| 1Y | +35.8% | +30.8% | +5.0% | +23.2% |
| 3Y | +289.1% | +222.6% | +66.4% | +176.9% |
| All | +219.8% | +226.6% | -6.8% | +127.4% |
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