+357.0%
TPR vs WPM
+752.0%
-395.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +15.1% | -3.1% | +18.2% | +15.4% |
| 3M | -13.4% | -2.2% | -11.2% | -13.6% |
| 6M | +1.4% | -7.4% | +8.8% | +1.6% |
| YTD | +4.8% | +12.6% | -7.9% | +1.6% |
| 1Y | +29.2% | +22.8% | +6.4% | +23.7% |
| 3Y | +403.7% | +213.6% | +190.0% | +320.0% |
| 5Y | +230.8% | +211.2% | +19.6% | +170.6% |
| All | +357.0% | +752.0% | -395.0% | +234.9% |
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