+550.8%
WPM vs M
-7.1%
+557.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.1% |
| 7D | +3.9% | -4.1% | +7.9% | +3.9% |
| 30D | +17.7% | -13.6% | +31.3% | +17.7% |
| 3M | +39.4% | -2.3% | +41.7% | +39.4% |
| 6M | +6.4% | +21.9% | -15.5% | +6.5% |
| YTD | +34.0% | -0.6% | +34.6% | +34.0% |
| 1Y | +50.5% | +29.7% | +20.8% | +50.7% |
| 3Y | +280.3% | +107.3% | +173.0% | +284.9% |
| 5Y | +266.3% | +20.5% | +245.9% | +270.6% |
| 10Y | +550.8% | -6.1% | +556.9% | +502.2% |
| All | +550.8% | -7.1% | +557.9% | +502.2% |
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