+1,802.9%
TER vs WPM
+545.0%
+1,258.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.6% |
| 7D | +9.4% | -3.6% | +13.0% | +10.3% |
| 30D | -2.4% | +12.5% | -14.9% | -5.5% |
| 3M | +6.5% | +40.6% | -34.1% | -2.3% |
| 6M | +23.2% | +0.5% | +22.6% | +21.9% |
| YTD | +91.5% | +29.0% | +62.4% | +80.7% |
| 1Y | +214.8% | +43.8% | +171.0% | +190.3% |
| 3Y | +275.3% | +266.3% | +9.1% | +185.7% |
| 5Y | +211.9% | +255.1% | -43.2% | +134.4% |
| All | +1,802.9% | +545.0% | +1,258.0% | +1,287.5% |
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