+562.3%
SE vs WPM
+721.7%
-159.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | 0.0% |
| 7D | -4.8% | -3.6% | -1.2% | -4.0% |
| 30D | -18.1% | +12.5% | -30.6% | -20.6% |
| 3M | +30.6% | +40.6% | -10.0% | +19.5% |
| 6M | +20.8% | +0.5% | +20.2% | +19.2% |
| YTD | -15.6% | +29.0% | -44.6% | -21.6% |
| 1Y | -44.2% | +43.8% | -88.0% | -49.8% |
| 3Y | +181.5% | +266.3% | -84.7% | +97.2% |
| 5Y | -66.9% | +255.1% | -322.0% | -76.9% |
| All | +562.3% | +721.7% | -159.4% | +364.6% |
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