+674.1%
WPM vs M
-3.0%
+677.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.6% | -5.1% |
| 7D | +16.4% | +5.0% | +11.3% | +16.3% |
| 30D | -1.5% | +10.6% | -12.1% | -1.5% |
| 3M | +2.6% | +1.6% | +1.0% | +2.5% |
| 6M | -1.3% | +30.8% | -32.2% | -1.4% |
| YTD | +16.8% | +16.9% | -0.1% | +16.6% |
| 1Y | +34.1% | +26.3% | +7.9% | +34.0% |
| 3Y | +225.1% | +158.6% | +66.5% | +228.0% |
| 5Y | +234.5% | +2.1% | +232.4% | +232.1% |
| 10Y | +674.1% | -4.3% | +678.4% | +642.0% |
| All | +674.1% | -3.0% | +677.2% | +642.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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