+512.7%
WPM vs EAT
+379.9%
+132.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | -3.6% | -6.2% | +2.6% | -3.3% |
| 30D | +12.5% | -3.0% | +15.5% | +12.6% |
| 3M | +40.6% | +45.6% | -5.0% | +37.8% |
| 6M | +0.5% | +53.5% | -53.0% | -1.8% |
| YTD | +29.0% | +49.6% | -20.6% | +26.1% |
| 1Y | +43.8% | +38.9% | +4.9% | +40.8% |
| 3Y | +266.3% | +589.7% | -323.4% | +230.5% |
| 5Y | +255.1% | +318.7% | -63.6% | +221.9% |
| All | +512.7% | +379.9% | +132.8% | +424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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