+199.6%
ARM vs WPM
+216.6%
-17.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.5% |
| 7D | +9.1% | -3.6% | +12.7% | +10.5% |
| 30D | -19.9% | +1.4% | -21.4% | -20.5% |
| 3M | -31.6% | -0.2% | -31.4% | -31.9% |
| 6M | -13.9% | -7.3% | -6.6% | -13.4% |
| YTD | +74.3% | +12.3% | +62.0% | +65.1% |
| 1Y | +35.8% | +24.9% | +10.9% | +25.0% |
| 3Y | +268.6% | +210.4% | +58.2% | +164.9% |
| All | +199.6% | +216.6% | -17.0% | +115.3% |
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