+384.8%
V vs WPM
+523.6%
-138.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -2.9% | +3.9% | -6.8% | -3.2% |
| 30D | +1.9% | +17.7% | -15.8% | +0.4% |
| 3M | +13.2% | +39.4% | -26.2% | +9.8% |
| 6M | +16.7% | +6.4% | +10.3% | +15.6% |
| YTD | +5.4% | +34.0% | -28.6% | +1.7% |
| 1Y | +7.7% | +50.5% | -42.9% | +2.5% |
| 3Y | +52.0% | +280.3% | -228.3% | +30.1% |
| 5Y | +67.7% | +266.3% | -198.6% | +42.5% |
| 10Y | +384.8% | +550.8% | -166.0% | +306.9% |
| All | +384.8% | +523.6% | -138.9% | +306.9% |
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