+1,381.0%
NET vs WPM
+413.3%
+967.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.0% | -14.6% | -5.3% |
| 7D | -16.4% | +3.9% | -20.3% | -17.2% |
| 30D | -25.8% | -3.5% | -22.3% | -25.4% |
| 3M | -11.5% | +14.1% | -25.6% | -15.2% |
| 6M | +18.9% | +6.2% | +12.7% | +14.7% |
| YTD | +35.2% | +12.4% | +22.8% | +25.2% |
| 1Y | +14.5% | +40.0% | -25.5% | -1.0% |
| 3Y | +313.8% | +199.6% | +114.3% | +170.9% |
| 5Y | +32.6% | +243.6% | -211.0% | -17.7% |
| All | +1,381.0% | +413.3% | +967.7% | +759.9% |
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