-26.6%
U vs WPM
+166.1%
-192.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.0% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +7.6% | -3.1% | +10.7% | +8.6% |
| 3M | +12.7% | -2.2% | +14.8% | +12.4% |
| 6M | +87.0% | -7.4% | +94.4% | +88.8% |
| YTD | +13.6% | +12.6% | +1.0% | +7.0% |
| 1Y | +25.3% | +22.8% | +2.5% | +14.5% |
| 3Y | +85.8% | +213.6% | -127.9% | +16.5% |
| 5Y | -74.5% | +211.2% | -285.7% | -84.5% |
| All | -26.6% | +166.1% | -192.6% | -48.8% |
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