+65.2%
PR vs WPM
+566.7%
-501.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.8% |
| 7D | -16.4% | +16.9% | -33.3% | -17.1% |
| 30D | -1.9% | +2.0% | -3.9% | -2.0% |
| 3M | +8.0% | +8.9% | -1.0% | +7.4% |
| 6M | +4.1% | +1.6% | +2.5% | +3.8% |
| YTD | +58.7% | +16.5% | +42.2% | +56.1% |
| 1Y | +75.8% | +42.2% | +33.6% | +70.3% |
| 3Y | +73.2% | +213.3% | -140.1% | +56.9% |
| 5Y | +230.1% | +249.9% | -19.8% | +195.7% |
| All | +65.2% | +566.7% | -501.5% | +63.5% |
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