+203.6%
TGT vs WPM
+558.4%
-354.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -5.2% | -0.6% | -4.7% | -5.2% |
| 30D | +1.2% | +14.4% | -13.2% | +0.4% |
| 3M | +18.4% | +37.0% | -18.6% | +16.1% |
| 6M | +33.4% | +4.1% | +29.3% | +32.7% |
| YTD | +63.8% | +31.7% | +32.1% | +59.9% |
| 1Y | +77.2% | +44.2% | +33.0% | +71.6% |
| 3Y | +41.8% | +265.5% | -223.7% | +26.7% |
| 5Y | -25.5% | +262.5% | -288.0% | -34.2% |
| All | +203.6% | +558.4% | -354.8% | +171.4% |
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