+454.5%
V vs WPM
+556.6%
-102.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.6% |
| 7D | +0.6% | +16.4% | -15.7% | -0.7% |
| 30D | +9.7% | -1.5% | +11.2% | +9.7% |
| 3M | +17.3% | +2.6% | +14.7% | +16.7% |
| 6M | +33.2% | -1.3% | +34.5% | +32.6% |
| YTD | +21.3% | +16.8% | +4.6% | +18.2% |
| 1Y | +27.3% | +34.1% | -6.8% | +22.3% |
| 3Y | +76.1% | +225.1% | -149.0% | +52.3% |
| 5Y | +103.5% | +234.5% | -131.0% | +73.4% |
| 10Y | +454.5% | +674.1% | -219.6% | +360.2% |
| All | +454.5% | +556.6% | -102.2% | +360.2% |
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