+44.8%
PL vs WPM
+235.2%
-190.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +13.4% | +3.1% | +10.3% | +12.2% |
| 30D | -10.2% | -1.8% | -8.3% | -9.7% |
| 3M | -39.5% | +1.0% | -40.5% | -40.5% |
| 6M | -65.7% | -5.4% | -60.3% | -65.3% |
| YTD | -27.3% | +15.9% | -43.2% | -32.9% |
| 1Y | +15.0% | +30.8% | -15.8% | +1.4% |
| 3Y | +560.8% | +222.6% | +338.2% | +297.2% |
| 5Y | +38.4% | +227.4% | -189.0% | -20.0% |
| All | +44.8% | +235.2% | -190.3% | -16.1% |
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