+72.3%
TLT vs WPM
+5,967.5%
-5,895.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | -0.6% | +26.4% | -26.9% | -0.7% |
| 3M | -2.7% | +20.8% | -23.6% | -2.8% |
| 6M | -5.6% | +1.1% | -6.7% | -5.7% |
| YTD | -2.8% | +32.5% | -35.2% | -2.9% |
| 1Y | -1.4% | +51.5% | -53.0% | -1.6% |
| 3Y | -1.6% | +267.0% | -268.6% | -2.0% |
| 5Y | -33.8% | +250.1% | -283.9% | -34.1% |
| 10Y | -21.1% | +540.4% | -561.5% | -20.9% |
| All | +72.3% | +5,967.5% | -5,895.2% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling