+197.7%
EXC vs WPM
+556.6%
-359.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +0.3% |
| 7D | +0.1% | +16.4% | -16.3% | -1.9% |
| 30D | +9.0% | -1.5% | +10.5% | +9.0% |
| 3M | +3.3% | +2.6% | +0.7% | +2.4% |
| 6M | +5.7% | -1.3% | +7.0% | +4.9% |
| YTD | +7.3% | +16.8% | -9.4% | +2.8% |
| 1Y | +2.9% | +34.1% | -31.2% | -3.7% |
| 3Y | +29.3% | +225.1% | -195.8% | +3.1% |
| 5Y | +40.1% | +234.5% | -194.4% | +9.3% |
| 10Y | +197.7% | +674.1% | -476.4% | +101.6% |
| All | +197.7% | +556.6% | -359.0% | +101.6% |
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