+35.3%
D vs WPM
+502.1%
-466.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.8% | +7.0% | -6.3% | -0.1% |
| 30D | -0.7% | +15.7% | -16.5% | -2.7% |
| 3M | +2.1% | +35.2% | -33.1% | -2.1% |
| 6M | +6.8% | +6.1% | +0.7% | +5.3% |
| YTD | +16.5% | +32.6% | -16.0% | +10.9% |
| 1Y | +19.2% | +46.9% | -27.8% | +11.4% |
| 3Y | +61.9% | +276.3% | -214.4% | +31.3% |
| 5Y | +6.5% | +260.0% | -253.5% | -14.0% |
| 10Y | +35.3% | +508.5% | -473.3% | +3.0% |
| All | +35.3% | +502.1% | -466.8% | +3.0% |
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