+508.5%
WPM vs LII
+167.7%
+340.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +7.0% | +2.1% | +4.9% | +6.6% |
| 30D | +15.7% | -12.4% | +28.1% | +18.3% |
| 3M | +35.2% | -24.8% | +60.0% | +40.9% |
| 6M | +6.1% | -25.2% | +31.3% | +10.5% |
| YTD | +32.6% | -20.3% | +52.8% | +36.8% |
| 1Y | +46.9% | -32.9% | +79.9% | +55.2% |
| 3Y | +276.3% | +2.0% | +274.3% | +266.2% |
| 5Y | +260.0% | +24.4% | +235.5% | +231.8% |
| 10Y | +508.5% | +167.2% | +341.3% | +420.8% |
| All | +508.5% | +167.7% | +340.8% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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