+42.1%
WPM vs IRE
-97.5%
+139.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.1% | -12.9% | -1.6% |
| 7D | +3.1% | -15.1% | +18.2% | +3.2% |
| 30D | -1.8% | -71.4% | +69.5% | +5.2% |
| 3M | +1.0% | -81.2% | +82.2% | +10.7% |
| 6M | -5.4% | -93.7% | +88.3% | +8.1% |
| YTD | +15.9% | -92.2% | +108.1% | +26.7% |
| 1Y | +30.8% | -97.3% | +128.1% | +43.9% |
| All | +42.1% | -97.5% | +139.5% | +56.4% |
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