+35.3%
WAT vs WPM
+233.8%
-198.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.8% | +0.5% |
| 7D | +3.4% | +16.4% | -13.0% | +0.9% |
| 30D | +9.6% | -1.5% | +11.1% | +9.6% |
| 3M | +15.5% | +2.6% | +12.9% | +14.5% |
| 6M | +33.9% | -1.3% | +35.2% | +33.0% |
| YTD | +25.2% | +16.8% | +8.4% | +19.8% |
| 1Y | +26.3% | +34.1% | -7.8% | +17.9% |
| 3Y | +85.8% | +225.1% | -139.3% | +37.5% |
| 5Y | +35.3% | +234.5% | -199.2% | -0.5% |
| All | +35.3% | +233.8% | -198.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling