+561.8%
GWW vs WPM
+558.4%
+3.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | -1.9% | +14.4% | -16.3% | -2.6% |
| 3M | -2.4% | +37.0% | -39.4% | -4.0% |
| 6M | +15.7% | +4.1% | +11.6% | +15.2% |
| YTD | +27.6% | +31.7% | -4.1% | +25.5% |
| 1Y | +27.2% | +44.2% | -17.0% | +24.5% |
| 3Y | +89.7% | +265.5% | -175.8% | +76.6% |
| 5Y | +223.9% | +262.5% | -38.6% | +198.9% |
| All | +561.8% | +558.4% | +3.4% | +520.9% |
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