+191.1%
TRI vs WPM
+558.4%
-367.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.5% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -4.5% | +14.4% | -18.9% | -5.6% |
| 3M | +22.1% | +37.0% | -14.9% | +18.7% |
| 6M | -2.8% | +4.1% | -6.9% | -3.4% |
| YTD | -23.4% | +31.7% | -55.1% | -26.3% |
| 1Y | -41.5% | +44.2% | -85.7% | -44.4% |
| 3Y | -19.2% | +265.5% | -284.7% | -31.3% |
| 5Y | -9.4% | +262.5% | -271.9% | -23.8% |
| All | +191.1% | +558.4% | -367.3% | +139.1% |
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