+67.2%
F vs WPM
+752.0%
-684.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -0.5% | -3.1% | +2.6% | -0.3% |
| 3M | -12.9% | -2.2% | -10.8% | -13.0% |
| 6M | +1.5% | -7.4% | +8.9% | +1.8% |
| YTD | -5.0% | +12.6% | -17.7% | -7.1% |
| 1Y | -7.3% | +22.8% | -30.2% | -10.2% |
| 3Y | +45.3% | +213.6% | -168.4% | +25.8% |
| 5Y | -15.8% | +211.2% | -227.0% | -28.2% |
| All | +67.2% | +752.0% | -684.8% | +34.8% |
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