-19.8%
TLT vs WPM
+523.6%
-543.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | -0.3% | +3.9% | -4.1% | -0.5% |
| 30D | 0.0% | +17.7% | -17.7% | -1.2% |
| 3M | -2.9% | +39.4% | -42.3% | -5.2% |
| 6M | -6.3% | +6.4% | -12.7% | -7.0% |
| YTD | -3.3% | +34.0% | -37.3% | -5.9% |
| 1Y | -4.2% | +50.5% | -54.7% | -7.8% |
| 3Y | -1.7% | +280.3% | -282.0% | -12.5% |
| 5Y | -34.9% | +266.3% | -301.2% | -42.3% |
| 10Y | -19.8% | +550.8% | -570.6% | -33.1% |
| All | -19.8% | +523.6% | -543.4% | -33.1% |
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