+674.1%
WPM vs COO
+38.3%
+635.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -5.0% |
| 7D | +16.4% | +4.5% | +11.8% | +15.5% |
| 30D | -1.5% | +16.9% | -18.4% | -4.3% |
| 3M | +2.6% | -16.7% | +19.3% | +5.8% |
| 6M | -1.3% | +5.9% | -7.3% | -3.2% |
| YTD | +16.8% | -22.4% | +39.2% | +21.8% |
| 1Y | +34.1% | -10.1% | +44.2% | +36.1% |
| 3Y | +225.1% | -22.8% | +247.9% | +234.0% |
| 5Y | +234.5% | -41.4% | +275.9% | +250.3% |
| 10Y | +674.1% | +41.3% | +632.9% | +603.0% |
| All | +674.1% | +38.3% | +635.8% | +603.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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