+2,393.1%
PWR vs WPM
+545.0%
+1,848.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.8% |
| 7D | -0.2% | -3.6% | +3.4% | +0.3% |
| 30D | -7.7% | +12.5% | -20.2% | -9.4% |
| 3M | -4.9% | +40.6% | -45.5% | -9.6% |
| 6M | +9.7% | +0.5% | +9.2% | +8.6% |
| YTD | +46.7% | +29.0% | +17.6% | +40.5% |
| 1Y | +58.7% | +43.8% | +14.9% | +49.8% |
| 3Y | +200.7% | +266.3% | -65.6% | +155.3% |
| 5Y | +438.6% | +255.1% | +183.4% | +353.1% |
| All | +2,393.1% | +545.0% | +1,848.1% | +1,978.6% |
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