+512.7%
WPM vs AEIS
+531.1%
-18.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -3.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | +12.5% | -16.4% | +28.9% | +15.2% |
| 3M | +40.6% | -11.1% | +51.7% | +41.5% |
| 6M | +0.5% | -12.0% | +12.6% | +1.1% |
| YTD | +29.0% | +30.9% | -1.8% | +23.1% |
| 1Y | +43.8% | +74.3% | -30.5% | +31.8% |
| 3Y | +266.3% | +165.2% | +101.1% | +211.4% |
| 5Y | +255.1% | +220.0% | +35.1% | +190.3% |
| All | +512.7% | +531.1% | -18.4% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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