+77.5%
O vs WPM
+752.0%
-674.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +8.3% | -3.1% | +11.4% | +8.4% |
| 3M | -4.0% | -2.2% | -1.8% | -4.1% |
| 6M | -2.6% | -7.4% | +4.8% | -2.5% |
| YTD | +9.9% | +12.6% | -2.8% | +6.7% |
| 1Y | +9.8% | +22.8% | -13.0% | +5.4% |
| 3Y | +39.7% | +213.6% | -173.9% | +18.0% |
| 5Y | +9.2% | +211.2% | -202.0% | -8.9% |
| All | +77.5% | +752.0% | -674.5% | +28.0% |
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