+277.0%
IR vs WPM
+775.0%
-497.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -1.9% | +3.9% | -5.8% | -2.4% |
| 30D | -15.0% | +17.7% | -32.7% | -16.9% |
| 3M | -0.4% | +39.4% | -39.9% | -4.8% |
| 6M | -15.0% | +6.4% | -21.5% | -16.4% |
| YTD | -7.1% | +34.0% | -41.0% | -11.0% |
| 1Y | -7.5% | +50.5% | -58.1% | -12.8% |
| 3Y | +6.3% | +280.3% | -274.0% | -11.0% |
| 5Y | +37.3% | +266.3% | -229.0% | +13.6% |
| All | +277.0% | +775.0% | -497.9% | +208.3% |
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