+271.8%
WPM vs S
-57.8%
+329.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.2% |
| 7D | +7.0% | -5.8% | +12.8% | +7.4% |
| 30D | +15.7% | -9.2% | +24.9% | +16.2% |
| 3M | +35.2% | +23.4% | +11.8% | +32.9% |
| 6M | +6.1% | +36.9% | -30.8% | +3.2% |
| YTD | +32.6% | +29.5% | +3.0% | +29.3% |
| 1Y | +46.9% | +5.4% | +41.5% | +45.1% |
| 3Y | +276.3% | +14.7% | +261.6% | +265.8% |
| 5Y | +260.0% | -71.5% | +331.5% | +263.3% |
| All | +271.8% | -57.8% | +329.6% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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