+652.6%
P vs WPM
+556.6%
+96.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.2% | +0.2% |
| 7D | -13.3% | +16.4% | -29.7% | -16.1% |
| 30D | -34.0% | -1.5% | -32.5% | -33.9% |
| 3M | +4.1% | +2.6% | +1.5% | +2.7% |
| 6M | +30.5% | -1.3% | +31.8% | +29.3% |
| YTD | +52.2% | +16.8% | +35.4% | +45.0% |
| 1Y | +10.3% | +34.1% | -23.8% | +2.4% |
| 3Y | +180.9% | +225.1% | -44.3% | +117.4% |
| 5Y | +259.7% | +234.5% | +25.2% | +172.6% |
| 10Y | +652.6% | +674.1% | -21.5% | +437.0% |
| All | +652.6% | +556.6% | +96.0% | +437.0% |
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