+577.7%
WPM vs FIVE
+596.6%
-18.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +5.1% |
| 7D | +20.8% | +6.2% | +14.6% | +20.3% |
| 30D | +3.8% | +18.2% | -14.4% | +2.5% |
| 3M | +7.4% | +3.8% | +3.6% | +7.0% |
| 6M | +4.0% | +13.7% | -9.8% | +2.7% |
| YTD | +23.0% | +34.7% | -11.7% | +20.0% |
| 1Y | +45.9% | +66.6% | -20.7% | +40.2% |
| 3Y | +242.9% | +44.3% | +198.7% | +228.1% |
| 5Y | +259.5% | +18.8% | +240.8% | +244.3% |
| 10Y | +577.7% | +569.2% | +8.5% | +556.4% |
| All | +577.7% | +596.6% | -18.8% | +556.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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