+109.7%
UL vs WPM
+749.7%
-640.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.1% | -3.6% | +4.7% | +1.5% |
| 30D | +4.5% | +1.4% | +3.1% | +4.1% |
| 3M | +6.5% | -0.2% | +6.7% | +6.0% |
| 6M | +18.2% | -7.3% | +25.5% | +18.3% |
| YTD | +4.7% | +12.3% | -7.7% | +1.5% |
| 1Y | +0.8% | +24.9% | -24.1% | -3.7% |
| 3Y | +35.9% | +210.4% | -174.5% | +13.8% |
| 5Y | +33.4% | +210.4% | -176.9% | +10.0% |
| All | +109.7% | +749.7% | -640.0% | +56.7% |
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