+68.4%
TLT vs WPM
+5,060.0%
-4,991.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.2% | -3.1% | +5.3% | +2.2% |
| 3M | -1.7% | -2.2% | +0.4% | -1.7% |
| 6M | -4.0% | -7.4% | +3.4% | -4.0% |
| YTD | -4.9% | +12.6% | -17.6% | -5.0% |
| 1Y | -7.4% | +22.8% | -30.2% | -7.5% |
| 3Y | +3.0% | +213.6% | -210.6% | +2.7% |
| 5Y | -35.1% | +211.2% | -246.3% | -35.3% |
| 10Y | -12.7% | +733.9% | -746.6% | -11.8% |
| All | +68.4% | +5,060.0% | -4,991.6% | +77.4% |
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 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