+215.1%
WPM vs S
-51.7%
+266.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | +2.0% | -5.5% | -3.7% |
| 30D | +1.4% | -2.7% | +4.2% | +1.5% |
| 3M | -0.2% | -6.9% | +6.7% | 0.0% |
| 6M | -7.3% | +38.1% | -45.4% | -9.8% |
| YTD | +12.3% | +48.0% | -35.7% | +8.4% |
| 1Y | +24.9% | +34.5% | -9.6% | +21.3% |
| 3Y | +210.4% | +38.3% | +172.0% | +197.9% |
| 5Y | +210.4% | -70.9% | +281.3% | +213.0% |
| All | +215.1% | -51.7% | +266.8% | +217.2% |
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