+543.9%
WPM vs GPC
+82.0%
+461.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | +7.0% | +0.2% | +6.8% | +7.0% |
| 30D | +15.7% | -0.4% | +16.1% | +15.8% |
| 3M | +35.2% | +39.2% | -4.0% | +29.4% |
| 6M | +6.1% | +18.2% | -12.1% | +3.4% |
| YTD | +32.6% | +12.1% | +20.5% | +29.9% |
| 1Y | +46.9% | -0.7% | +47.6% | +45.7% |
| 3Y | +276.3% | -1.7% | +278.0% | +269.9% |
| 5Y | +260.0% | +29.3% | +230.7% | +244.3% |
| All | +543.9% | +82.0% | +461.9% | +497.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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