+79.7%
EFX vs WPM
+749.7%
-670.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.8% | -3.6% | +2.8% | -0.4% |
| 30D | +25.1% | +1.4% | +23.7% | +24.6% |
| 3M | +1.7% | -0.2% | +1.8% | +1.2% |
| 6M | +18.4% | -7.3% | +25.7% | +18.6% |
| YTD | -12.5% | +12.3% | -24.9% | -15.4% |
| 1Y | -8.1% | +24.9% | -33.0% | -12.6% |
| 3Y | +4.8% | +210.4% | -205.6% | -14.8% |
| 5Y | -30.1% | +210.4% | -240.5% | -44.1% |
| All | +79.7% | +749.7% | -670.0% | +24.4% |
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