+66.9%
T vs WPM
+545.0%
-478.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.8% |
| 7D | -2.4% | -3.6% | +1.2% | -2.2% |
| 30D | +4.3% | +12.5% | -8.2% | +3.3% |
| 3M | +11.6% | +40.6% | -29.1% | +8.6% |
| 6M | -5.6% | +0.5% | -6.1% | -6.0% |
| YTD | +6.6% | +29.0% | -22.5% | +3.4% |
| 1Y | -8.4% | +43.8% | -52.2% | -12.2% |
| 3Y | +107.8% | +266.3% | -158.4% | +80.8% |
| 5Y | +68.3% | +255.1% | -186.8% | +45.4% |
| All | +66.9% | +545.0% | -478.1% | +40.0% |
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