+286.5%
C vs WPM
+502.1%
-215.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.2% | +7.0% | -3.9% | +2.8% |
| 30D | +1.3% | +15.7% | -14.4% | +0.4% |
| 3M | +3.1% | +35.2% | -32.1% | +1.2% |
| 6M | +29.6% | +6.1% | +23.5% | +28.5% |
| YTD | +19.0% | +32.6% | -13.6% | +16.6% |
| 1Y | +45.6% | +46.9% | -1.3% | +42.0% |
| 3Y | +269.3% | +276.3% | -7.0% | +245.1% |
| 5Y | +131.6% | +260.0% | -128.4% | +114.5% |
| 10Y | +286.5% | +508.5% | -222.0% | +273.2% |
| All | +286.5% | +502.1% | -215.5% | +273.2% |
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