+50.9%
O vs WPM
+545.0%
-494.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.5% |
| 7D | -3.5% | -3.6% | +0.1% | -3.1% |
| 30D | -3.3% | +12.5% | -15.8% | -4.7% |
| 3M | -2.8% | +40.6% | -43.5% | -6.9% |
| 6M | -5.8% | +0.5% | -6.3% | -6.4% |
| YTD | +9.4% | +29.0% | -19.6% | +4.8% |
| 1Y | +5.7% | +43.8% | -38.1% | -0.4% |
| 3Y | +27.2% | +266.3% | -239.0% | +5.3% |
| 5Y | +17.2% | +255.1% | -237.9% | -3.8% |
| All | +50.9% | +545.0% | -494.1% | +15.4% |
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