+550.8%
WPM vs ESI
+308.3%
+242.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +3.9% | +3.9% | 0.0% | +3.3% |
| 30D | +17.7% | -3.8% | +21.5% | +18.2% |
| 3M | +39.4% | -13.1% | +52.6% | +41.8% |
| 6M | +6.4% | +11.3% | -4.9% | +4.9% |
| YTD | +34.0% | +44.1% | -10.1% | +28.5% |
| 1Y | +50.5% | +40.3% | +10.2% | +44.5% |
| 3Y | +280.3% | +84.1% | +196.2% | +252.9% |
| 5Y | +266.3% | +75.8% | +190.5% | +236.9% |
| 10Y | +550.8% | +320.7% | +230.1% | +456.4% |
| All | +550.8% | +308.3% | +242.5% | +456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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