+214.8%
B vs WPM
+749.7%
-534.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -7.3% | -3.6% | -3.8% | -4.6% |
| 30D | -3.3% | +1.4% | -4.8% | -4.6% |
| 3M | -7.8% | -0.2% | -7.6% | -8.3% |
| 6M | -15.5% | -7.3% | -8.2% | -11.1% |
| YTD | -12.3% | +12.3% | -24.6% | -21.3% |
| 1Y | +5.4% | +24.9% | -19.5% | -13.1% |
| 3Y | +165.5% | +210.4% | -44.8% | +7.8% |
| 5Y | +107.0% | +210.4% | -103.3% | -16.5% |
| All | +214.8% | +749.7% | -534.9% | -38.2% |
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