+525.4%
WPM vs MOH
+264.4%
+261.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.0% |
| 7D | -0.6% | +1.7% | -2.3% | -0.6% |
| 30D | +14.4% | -0.9% | +15.3% | +14.4% |
| 3M | +37.0% | +5.7% | +31.3% | +36.4% |
| 6M | +4.1% | +39.1% | -35.0% | +1.8% |
| YTD | +31.7% | +17.7% | +14.0% | +29.7% |
| 1Y | +44.2% | +8.4% | +35.8% | +42.3% |
| 3Y | +265.5% | -36.6% | +302.1% | +268.3% |
| 5Y | +262.5% | -19.1% | +281.6% | +255.9% |
| All | +525.4% | +264.4% | +261.0% | +420.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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