+525.4%
WPM vs TDY
+479.2%
+46.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.8% |
| 7D | -0.6% | -1.1% | +0.6% | -0.3% |
| 30D | +14.4% | -12.0% | +26.5% | +17.4% |
| 3M | +37.0% | -3.2% | +40.2% | +37.8% |
| 6M | +4.1% | -7.9% | +12.0% | +5.9% |
| YTD | +31.7% | +18.2% | +13.5% | +28.1% |
| 1Y | +44.2% | +6.7% | +37.5% | +42.7% |
| 3Y | +265.5% | +47.5% | +217.9% | +240.3% |
| 5Y | +262.5% | +39.5% | +223.0% | +237.4% |
| All | +525.4% | +479.2% | +46.2% | +438.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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