+578.8%
MS vs WPM
+553.6%
+25.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +2.6% |
| 7D | +0.7% | +20.8% | -20.1% | -1.0% |
| 30D | -0.9% | +3.8% | -4.8% | -1.4% |
| 3M | -13.0% | +7.4% | -20.4% | -13.7% |
| 6M | -2.0% | +4.0% | -5.9% | -2.9% |
| YTD | +7.8% | +23.0% | -15.2% | +5.3% |
| 1Y | +17.9% | +45.9% | -28.1% | +13.8% |
| 3Y | +174.8% | +242.9% | -68.2% | +151.3% |
| 5Y | +119.9% | +259.5% | -139.7% | +98.9% |
| 10Y | +578.8% | +577.7% | +1.1% | +541.7% |
| All | +578.8% | +553.6% | +25.3% | +541.7% |
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