+525.4%
WPM vs LUMN
-55.8%
+581.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -0.6% | +2.5% | -3.1% | -0.6% |
| 30D | +14.4% | +10.3% | +4.1% | +14.0% |
| 3M | +37.0% | -18.3% | +55.2% | +37.7% |
| 6M | +4.1% | +4.4% | -0.2% | +4.0% |
| YTD | +31.7% | -10.7% | +42.4% | +31.7% |
| 1Y | +44.2% | +14.0% | +30.2% | +42.9% |
| 3Y | +265.5% | +406.6% | -141.1% | +227.3% |
| 5Y | +262.5% | -36.8% | +299.3% | +262.7% |
| All | +525.4% | -55.8% | +581.2% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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