-10.2%
DOW vs WPM
+625.2%
-635.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.2% |
| 7D | -2.4% | -3.6% | +1.2% | -2.0% |
| 30D | -4.1% | +12.5% | -16.6% | -5.6% |
| 3M | -12.4% | +40.6% | -53.0% | -16.4% |
| 6M | -10.6% | +0.5% | -11.2% | -11.4% |
| YTD | +31.1% | +29.0% | +2.0% | +24.4% |
| 1Y | +30.5% | +43.8% | -13.3% | +21.4% |
| 3Y | -34.4% | +266.3% | -300.7% | -48.5% |
| 5Y | -35.5% | +255.1% | -290.6% | -50.2% |
| All | -10.2% | +625.2% | -635.4% | -34.1% |
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