+512.7%
WPM vs EL
+25.3%
+487.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.3% |
| 7D | -3.6% | -4.4% | +0.7% | -3.0% |
| 30D | +12.5% | +10.3% | +2.2% | +10.8% |
| 3M | +40.6% | +13.4% | +27.2% | +37.9% |
| 6M | +0.5% | +3.1% | -2.5% | -0.5% |
| YTD | +29.0% | -6.9% | +36.0% | +29.2% |
| 1Y | +43.8% | +11.9% | +31.9% | +40.1% |
| 3Y | +266.3% | -33.8% | +300.1% | +276.5% |
| 5Y | +255.1% | -69.0% | +324.1% | +305.1% |
| All | +512.7% | +25.3% | +487.4% | +442.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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