+221.8%
GWW vs WPM
+252.7%
-30.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.4% |
| 7D | -3.1% | -3.6% | +0.5% | -2.9% |
| 30D | -2.3% | +12.5% | -14.8% | -3.2% |
| 3M | -3.3% | +40.6% | -43.9% | -5.7% |
| 6M | +15.4% | +0.5% | +14.8% | +15.1% |
| YTD | +26.7% | +29.0% | -2.3% | +24.1% |
| 1Y | +29.0% | +43.8% | -14.8% | +25.3% |
| 3Y | +89.0% | +266.3% | -177.3% | +67.6% |
| 5Y | +221.8% | +255.1% | -33.3% | +181.6% |
| All | +221.8% | +252.7% | -30.9% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling