+105.3%
KEY vs WPM
+556.6%
-451.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | -0.3% |
| 7D | +0.5% | +16.4% | -15.8% | +0.3% |
| 30D | +6.9% | -1.5% | +8.3% | +6.8% |
| 3M | -5.0% | +2.6% | -7.6% | -5.1% |
| 6M | +0.7% | -1.3% | +2.1% | +0.7% |
| YTD | +6.5% | +16.8% | -10.3% | +6.4% |
| 1Y | +22.6% | +34.1% | -11.5% | +22.6% |
| 3Y | +125.3% | +225.1% | -99.8% | +125.6% |
| 5Y | +13.9% | +234.5% | -220.6% | +13.5% |
| 10Y | +105.3% | +674.1% | -568.8% | +129.7% |
| All | +105.3% | +556.6% | -451.3% | +129.7% |
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