+39.5%
PL vs WPM
+225.0%
-185.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | +10.0% | -3.6% | +13.6% | +11.9% |
| 30D | -2.3% | +1.4% | -3.7% | -3.2% |
| 3M | -44.2% | -0.2% | -44.0% | -44.8% |
| 6M | -66.1% | -7.3% | -58.8% | -65.3% |
| YTD | -30.0% | +12.3% | -42.3% | -34.5% |
| 1Y | +21.0% | +24.9% | -3.9% | +8.8% |
| 3Y | +516.5% | +210.4% | +306.2% | +276.4% |
| 5Y | +32.0% | +210.4% | -178.3% | -22.7% |
| All | +39.5% | +225.0% | -185.5% | -18.1% |
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