+525.4%
WPM vs EFV
+169.9%
+355.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.4% |
| 7D | -0.6% | -0.8% | +0.3% | 0.0% |
| 30D | +14.4% | +0.6% | +13.8% | +14.1% |
| 3M | +37.0% | +7.5% | +29.5% | +31.1% |
| 6M | +4.1% | +13.0% | -8.9% | -2.7% |
| YTD | +31.7% | +18.3% | +13.4% | +20.3% |
| 1Y | +44.2% | +26.7% | +17.4% | +26.8% |
| 3Y | +265.5% | +89.6% | +175.9% | +158.9% |
| 5Y | +262.5% | +98.2% | +164.3% | +148.3% |
| All | +525.4% | +169.9% | +355.5% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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