+63.3%
UL vs WPM
+545.0%
-481.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.0% |
| 7D | -4.1% | -3.6% | -0.5% | -3.7% |
| 30D | -1.2% | +12.5% | -13.7% | -2.7% |
| 3M | +6.0% | +40.6% | -34.6% | +1.4% |
| 6M | -5.5% | +0.5% | -6.0% | -6.1% |
| YTD | -3.3% | +29.0% | -32.4% | -7.4% |
| 1Y | -9.8% | +43.8% | -53.6% | -15.1% |
| 3Y | +20.1% | +266.3% | -246.1% | -0.7% |
| 5Y | +19.2% | +255.1% | -235.9% | -2.6% |
| All | +63.3% | +545.0% | -481.6% | +23.9% |
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