+363.5%
SE vs WPM
+615.4%
-251.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.5% | -3.6% | +3.1% | +0.4% |
| 30D | -20.9% | +1.4% | -22.4% | -21.4% |
| 3M | -38.9% | -0.2% | -38.7% | -39.3% |
| 6M | -19.4% | -7.3% | -12.1% | -18.9% |
| YTD | -40.9% | +12.3% | -53.3% | -43.5% |
| 1Y | -46.2% | +24.9% | -71.1% | -49.9% |
| 3Y | +63.7% | +210.4% | -146.6% | +19.1% |
| 5Y | -77.9% | +210.4% | -288.3% | -84.1% |
| All | +363.5% | +615.4% | -251.9% | +234.7% |
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