+162.2%
W vs WPM
+523.6%
-361.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +5.9% | +3.9% | +2.0% | +4.6% |
| 30D | -3.0% | +17.7% | -20.7% | -8.1% |
| 3M | +40.3% | +39.4% | +0.9% | +25.6% |
| 6M | +32.2% | +6.4% | +25.8% | +28.1% |
| YTD | -0.3% | +34.0% | -34.3% | -11.3% |
| 1Y | +16.2% | +50.5% | -34.4% | -0.6% |
| 3Y | +40.7% | +280.3% | -239.6% | -13.7% |
| 5Y | -62.3% | +266.3% | -328.7% | -77.0% |
| 10Y | +162.2% | +550.8% | -388.6% | +43.1% |
| All | +162.2% | +523.6% | -361.4% | +43.1% |
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