+43.2%
WPM vs IRE
-97.7%
+140.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -15.8% | +10.7% | -3.9% |
| 7D | +16.4% | -41.9% | +58.3% | +19.3% |
| 30D | -1.5% | -75.1% | +73.6% | +6.8% |
| 3M | +2.6% | -82.4% | +84.9% | +13.0% |
| 6M | -1.3% | -95.5% | +94.2% | +15.5% |
| YTD | +16.8% | -93.1% | +109.8% | +28.8% |
| 1Y | +34.1% | -97.8% | +131.9% | +48.8% |
| All | +43.2% | -97.7% | +140.9% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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