+713.5%
WPM vs M
-8.5%
+722.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | -3.1% | +7.0% | -10.1% | -3.2% |
| 3M | -2.2% | +3.1% | -5.3% | -2.2% |
| 6M | -7.4% | +33.5% | -40.9% | -7.5% |
| YTD | +12.6% | +13.4% | -0.8% | +12.5% |
| 1Y | +22.8% | +22.4% | +0.4% | +22.7% |
| 3Y | +213.6% | +150.9% | +62.8% | +216.3% |
| 5Y | +211.2% | -3.0% | +214.2% | +208.7% |
| All | +713.5% | -8.5% | +722.0% | +697.4% |
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