+208.8%
C vs WPM
+556.6%
-347.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.6% |
| 7D | -0.4% | +16.4% | -16.7% | -1.4% |
| 30D | -5.2% | -1.5% | -3.7% | -5.2% |
| 3M | -9.1% | +2.6% | -11.6% | -9.4% |
| 6M | -1.6% | -1.3% | -0.3% | -2.0% |
| YTD | +6.9% | +16.8% | -9.8% | +5.2% |
| 1Y | +23.0% | +34.1% | -11.2% | +20.1% |
| 3Y | +216.1% | +225.1% | -9.0% | +194.1% |
| 5Y | +112.2% | +234.5% | -122.2% | +95.3% |
| 10Y | +208.8% | +674.1% | -465.3% | +196.4% |
| All | +208.8% | +556.6% | -347.8% | +196.4% |
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