+252.1%
INTC vs WPM
+558.4%
-306.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.2% |
| 7D | +7.5% | -0.6% | +8.0% | +7.6% |
| 30D | +2.0% | +14.4% | -12.4% | -0.9% |
| 3M | -12.0% | +37.0% | -49.0% | -17.5% |
| 6M | +114.5% | +4.1% | +110.4% | +110.6% |
| YTD | +179.0% | +31.7% | +147.2% | +163.0% |
| 1Y | +318.3% | +44.2% | +274.1% | +287.2% |
| 3Y | +171.2% | +265.5% | -94.3% | +113.5% |
| 5Y | +107.6% | +262.5% | -154.9% | +61.4% |
| All | +252.1% | +558.4% | -306.3% | +157.1% |
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