+505.6%
MA vs WPM
+502.1%
+3.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.8% | +7.0% | -8.8% | -2.4% |
| 30D | +1.4% | +15.7% | -14.3% | -0.1% |
| 3M | +17.7% | +35.2% | -17.5% | +14.0% |
| 6M | +9.7% | +6.1% | +3.6% | +8.4% |
| YTD | +0.5% | +32.6% | -32.1% | -3.7% |
| 1Y | -2.1% | +46.9% | -49.0% | -7.6% |
| 3Y | +40.1% | +276.3% | -236.2% | +16.1% |
| 5Y | +67.5% | +260.0% | -192.5% | +37.6% |
| 10Y | +505.6% | +508.5% | -2.9% | +387.2% |
| All | +505.6% | +502.1% | +3.5% | +387.2% |
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