+433.8%
MAR vs WPM
+558.4%
-124.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.6% |
| 7D | -0.5% | -0.6% | 0.0% | -0.5% |
| 30D | -5.4% | +14.4% | -19.8% | -6.4% |
| 3M | -15.5% | +37.0% | -52.5% | -17.6% |
| 6M | +3.0% | +4.1% | -1.2% | +2.2% |
| YTD | +8.5% | +31.7% | -23.2% | +5.6% |
| 1Y | +26.0% | +44.2% | -18.2% | +21.5% |
| 3Y | +68.6% | +265.5% | -196.9% | +49.8% |
| 5Y | +157.4% | +262.5% | -105.1% | +126.3% |
| All | +433.8% | +558.4% | -124.6% | +364.6% |
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