+328.7%
WM vs WPM
+553.6%
-224.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.4% | -0.2% |
| 7D | -0.5% | +20.8% | -21.3% | -1.5% |
| 30D | +13.3% | +3.8% | +9.5% | +13.0% |
| 3M | +4.4% | +7.4% | -3.0% | +3.7% |
| 6M | +10.8% | +4.0% | +6.9% | +10.3% |
| YTD | +9.1% | +23.0% | -14.0% | +6.6% |
| 1Y | +19.1% | +45.9% | -26.8% | +14.7% |
| 3Y | +45.7% | +242.9% | -197.3% | +30.6% |
| 5Y | +60.4% | +259.5% | -199.1% | +42.4% |
| 10Y | +328.7% | +577.7% | -249.0% | +269.9% |
| All | +328.7% | +553.6% | -224.9% | +269.9% |
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