+255.1%
WPM vs NWSA
+39.0%
+216.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -3.6% | -4.8% | +1.1% | -2.7% |
| 30D | +12.5% | +3.0% | +9.5% | +11.9% |
| 3M | +40.6% | +9.3% | +31.3% | +37.8% |
| 6M | +0.5% | +23.2% | -22.6% | -4.1% |
| YTD | +29.0% | +13.3% | +15.7% | +24.9% |
| 1Y | +43.8% | +2.9% | +40.9% | +42.1% |
| 3Y | +266.3% | +43.3% | +223.0% | +233.5% |
| 5Y | +255.1% | +40.9% | +214.2% | +210.2% |
| All | +255.1% | +39.0% | +216.1% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling