+508.5%
WPM vs ES
+85.1%
+423.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +7.0% | +1.4% | +5.6% | +6.6% |
| 30D | +15.7% | -1.2% | +16.9% | +16.0% |
| 3M | +35.2% | +5.0% | +30.2% | +32.8% |
| 6M | +6.1% | -2.8% | +8.9% | +6.7% |
| YTD | +32.6% | +8.6% | +24.0% | +28.8% |
| 1Y | +46.9% | +18.9% | +28.0% | +37.7% |
| 3Y | +276.3% | +32.1% | +244.2% | +235.1% |
| 5Y | +260.0% | -5.1% | +265.1% | +255.0% |
| 10Y | +508.5% | +84.2% | +424.3% | +308.1% |
| All | +508.5% | +85.1% | +423.4% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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