+125.6%
EW vs WPM
+523.6%
-398.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -5.1% | +3.9% | -9.0% | -5.6% |
| 30D | -6.4% | +17.7% | -24.0% | -8.5% |
| 3M | -1.6% | +39.4% | -41.0% | -6.2% |
| 6M | +2.3% | +6.4% | -4.1% | +0.6% |
| YTD | +1.1% | +34.0% | -32.9% | -4.1% |
| 1Y | +8.0% | +50.5% | -42.5% | +0.4% |
| 3Y | +16.3% | +280.3% | -264.0% | -6.9% |
| 5Y | -29.4% | +266.3% | -295.7% | -43.9% |
| 10Y | +125.6% | +550.8% | -425.2% | +70.7% |
| All | +125.6% | +523.6% | -398.0% | +70.7% |
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