-53.1%
TE vs WPM
+492.4%
-545.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | 0.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -5.9% | +14.4% | -20.3% | -9.9% |
| 3M | -45.6% | +37.0% | -82.6% | -50.5% |
| 6M | -43.4% | +4.1% | -47.5% | -44.5% |
| YTD | -31.0% | +31.7% | -62.7% | -35.8% |
| 1Y | +145.2% | +44.2% | +101.0% | +123.4% |
| 3Y | -24.1% | +265.5% | -289.5% | -44.8% |
| 5Y | -48.1% | +262.5% | -310.6% | -63.1% |
| All | -53.1% | +492.4% | -545.4% | -66.9% |
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