+48.3%
D vs WPM
+556.6%
-508.4%
-52.2%
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% | +0.8% |
| 7D | +2.4% | +16.4% | -14.0% | +0.5% |
| 30D | +10.9% | -1.5% | +12.4% | +10.8% |
| 3M | +2.8% | +2.6% | +0.3% | +2.0% |
| 6M | +12.7% | -1.3% | +14.0% | +12.0% |
| YTD | +20.3% | +16.8% | +3.6% | +16.0% |
| 1Y | +17.1% | +34.1% | -17.0% | +10.7% |
| 3Y | +75.1% | +225.1% | -150.0% | +45.0% |
| 5Y | +13.1% | +234.5% | -221.3% | -7.5% |
| 10Y | +48.3% | +674.1% | -625.8% | +9.2% |
| All | +48.3% | +556.6% | -508.4% | +9.2% |
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