+885.0%
MSFT vs WPM
+523.6%
+361.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -1.0% | +3.9% | -4.9% | -1.5% |
| 30D | -2.7% | +17.7% | -20.3% | -4.6% |
| 3M | +22.1% | +39.4% | -17.3% | +17.1% |
| 6M | +20.6% | +6.4% | +14.2% | +18.8% |
| YTD | +2.3% | +34.0% | -31.7% | -2.2% |
| 1Y | -0.5% | +50.5% | -51.1% | -6.5% |
| 3Y | +50.5% | +280.3% | -229.8% | +24.8% |
| 5Y | +72.3% | +266.3% | -194.0% | +41.4% |
| 10Y | +885.0% | +550.8% | +334.2% | +708.1% |
| All | +885.0% | +523.6% | +361.4% | +708.1% |
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