+725.0%
WPM vs NWSA
+127.4%
+597.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.7% |
| 7D | +1.1% | -1.9% | +2.9% | +1.4% |
| 30D | +26.4% | +4.6% | +21.8% | +25.4% |
| 3M | +20.8% | +13.2% | +7.6% | +18.0% |
| 6M | +1.1% | +27.0% | -25.9% | -3.2% |
| YTD | +32.5% | +16.8% | +15.6% | +28.3% |
| 1Y | +51.5% | +4.5% | +47.0% | +49.5% |
| 3Y | +267.0% | +46.2% | +220.8% | +240.1% |
| 5Y | +250.1% | +40.9% | +209.2% | +220.5% |
| 10Y | +540.4% | +145.1% | +395.2% | +420.6% |
| All | +725.0% | +127.4% | +597.6% | +580.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling