+715.0%
P vs WPM
+502.1%
+212.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +7.8% | +7.0% | +0.8% | +6.5% |
| 30D | +12.3% | +15.7% | -3.4% | +8.9% |
| 3M | +37.1% | +35.2% | +1.9% | +29.0% |
| 6M | +66.1% | +6.1% | +60.0% | +62.3% |
| YTD | +50.9% | +32.6% | +18.4% | +41.8% |
| 1Y | +27.2% | +46.9% | -19.7% | +17.2% |
| 3Y | +158.7% | +276.3% | -117.6% | +102.0% |
| 5Y | +291.1% | +260.0% | +31.1% | +202.8% |
| 10Y | +715.0% | +508.5% | +206.5% | +493.6% |
| All | +715.0% | +502.1% | +212.9% | +493.6% |
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