+1,077.0%
TER vs WPM
+659.5%
+417.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.5% |
| 7D | +5.9% | +3.1% | +2.8% | +5.1% |
| 30D | -30.8% | -1.8% | -28.9% | -30.6% |
| 3M | -29.9% | +1.0% | -31.0% | -30.5% |
| 6M | -27.5% | -5.4% | -22.0% | -27.1% |
| YTD | +37.5% | +15.9% | +21.6% | +32.7% |
| 1Y | +50.3% | +30.8% | +19.4% | +41.7% |
| 3Y | +204.9% | +222.6% | -17.8% | +135.4% |
| 5Y | +89.2% | +227.4% | -138.2% | +42.8% |
| 10Y | +1,077.0% | +757.8% | +319.1% | +726.3% |
| All | +1,077.0% | +659.5% | +417.5% | +726.3% |
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