+265.4%
WPM vs NWSA
+40.0%
+225.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -0.6% | -2.8% | +2.2% | 0.0% |
| 30D | +14.4% | +3.0% | +11.4% | +13.8% |
| 3M | +37.0% | +12.3% | +24.7% | +33.5% |
| 6M | +4.1% | +21.9% | -17.7% | -0.4% |
| YTD | +31.7% | +13.6% | +18.2% | +27.5% |
| 1Y | +44.2% | +0.5% | +43.7% | +43.2% |
| 3Y | +265.5% | +43.8% | +221.7% | +232.6% |
| All | +265.4% | +40.0% | +225.3% | +218.9% |
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