-38.4%
U vs WPM
+204.8%
-243.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.2% |
| 7D | 0.0% | -3.6% | +3.6% | +1.2% |
| 30D | -4.1% | +12.5% | -16.6% | -8.4% |
| 3M | +57.8% | +40.6% | +17.2% | +39.1% |
| 6M | +103.5% | +0.5% | +103.0% | +99.5% |
| YTD | -4.8% | +29.0% | -33.8% | -14.0% |
| 1Y | -2.4% | +43.8% | -46.2% | -15.9% |
| 3Y | +11.7% | +266.3% | -254.6% | -33.4% |
| 5Y | -68.9% | +255.1% | -324.0% | -81.9% |
| All | -38.4% | +204.8% | -243.2% | -58.9% |
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