+192.7%
EXC vs WPM
+752.0%
-559.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | +7.8% | -3.1% | +10.9% | +7.9% |
| 3M | +1.9% | -2.2% | +4.0% | +1.6% |
| 6M | +3.4% | -7.4% | +10.8% | +3.5% |
| YTD | +7.6% | +12.6% | -5.1% | +3.5% |
| 1Y | +2.1% | +22.8% | -20.7% | -3.3% |
| 3Y | +29.6% | +213.6% | -184.1% | +3.6% |
| 5Y | +39.5% | +211.2% | -171.7% | +9.9% |
| All | +192.7% | +752.0% | -559.3% | +93.8% |
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