+272.5%
PM vs WPM
+749.7%
-477.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +0.5% | -3.6% | +4.1% | +0.8% |
| 30D | -3.2% | +1.4% | -4.7% | -3.5% |
| 3M | +6.2% | -0.2% | +6.4% | +5.8% |
| 6M | +7.7% | -7.3% | +15.0% | +7.8% |
| YTD | +27.3% | +12.3% | +14.9% | +24.3% |
| 1Y | +32.8% | +24.9% | +7.9% | +28.2% |
| 3Y | +150.0% | +210.4% | -60.3% | +120.2% |
| 5Y | +164.2% | +210.4% | -46.1% | +130.2% |
| All | +272.5% | +749.7% | -477.2% | +204.8% |
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