+340.0%
IR vs WPM
+662.6%
-322.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.5% |
| 7D | +1.5% | +16.4% | -14.8% | -0.5% |
| 30D | +9.0% | -1.5% | +10.5% | +9.1% |
| 3M | -0.9% | +2.6% | -3.4% | -1.6% |
| 6M | +13.4% | -1.3% | +14.7% | +12.7% |
| YTD | +8.5% | +16.8% | -8.3% | +5.4% |
| 1Y | +11.3% | +34.1% | -22.9% | +6.4% |
| 3Y | +26.0% | +225.1% | -199.1% | +7.4% |
| 5Y | +47.9% | +234.5% | -186.6% | +23.9% |
| All | +340.0% | +662.6% | -322.6% | +265.2% |
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