+227.5%
LOW vs WPM
+558.4%
-330.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -3.7% | -0.6% | -3.2% | -3.7% |
| 30D | -8.9% | +14.4% | -23.3% | -10.3% |
| 3M | -10.4% | +37.0% | -47.4% | -13.6% |
| 6M | -19.4% | +4.1% | -23.5% | -20.3% |
| YTD | -17.1% | +31.7% | -48.8% | -20.3% |
| 1Y | -26.3% | +44.2% | -70.4% | -30.0% |
| 3Y | -9.9% | +265.5% | -275.4% | -24.1% |
| 5Y | +6.1% | +262.5% | -256.4% | -12.0% |
| All | +227.5% | +558.4% | -330.9% | +160.9% |
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