+577.7%
WPM vs CAPR
-64.9%
+642.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.4% | -3.8% | +5.5% |
| 7D | +20.8% | +36.0% | -15.2% | +20.4% |
| 30D | +3.8% | +25.8% | -22.0% | +3.6% |
| 3M | +7.4% | +140.8% | -133.4% | +6.3% |
| 6M | +4.0% | -67.6% | +71.5% | +4.3% |
| YTD | +23.0% | -65.9% | +88.9% | +23.2% |
| 1Y | +45.9% | +66.1% | -20.2% | +41.6% |
| 3Y | +242.9% | +256.9% | -13.9% | +221.6% |
| 5Y | +259.5% | +172.1% | +87.4% | +235.2% |
| 10Y | +577.7% | -64.7% | +642.4% | +489.6% |
| All | +577.7% | -64.9% | +642.7% | +489.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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