+711.3%
WPM vs AEIS
+332.3%
+379.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.3% |
| 7D | -3.6% | +11.5% | -15.1% | -5.2% |
| 30D | +1.4% | -15.8% | +17.2% | +3.4% |
| 3M | -0.2% | -33.3% | +33.1% | +5.0% |
| 6M | -7.3% | -35.2% | +27.9% | -3.0% |
| YTD | +12.3% | +5.0% | +7.3% | +9.8% |
| 1Y | +24.9% | +8.5% | +16.4% | +21.5% |
| 3Y | +210.4% | +152.9% | +57.5% | +164.2% |
| 5Y | +210.4% | +144.6% | +65.7% | +161.0% |
| All | +711.3% | +332.3% | +379.0% | +535.8% |
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