+167.9%
WAT vs WPM
+523.6%
-355.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -1.8% | +3.9% | -5.7% | -2.2% |
| 30D | -1.7% | +17.7% | -19.4% | -3.3% |
| 3M | +9.1% | +39.4% | -30.4% | +5.4% |
| 6M | +32.4% | +6.4% | +26.0% | +30.9% |
| YTD | +6.6% | +34.0% | -27.4% | +2.8% |
| 1Y | +34.7% | +50.5% | -15.8% | +28.3% |
| 3Y | +53.6% | +280.3% | -226.7% | +31.9% |
| 5Y | -4.1% | +266.3% | -270.4% | -18.4% |
| 10Y | +167.9% | +550.8% | -382.9% | +125.7% |
| All | +167.9% | +523.6% | -355.8% | +125.7% |
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