+702.3%
WPM vs TENB
-9.4%
+711.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +2.6% |
| 7D | -0.6% | -12.1% | +11.5% | +0.5% |
| 30D | +14.4% | -18.6% | +33.0% | +16.1% |
| 3M | +37.0% | +12.1% | +24.9% | +34.5% |
| 6M | +4.1% | +46.8% | -42.7% | -0.6% |
| YTD | +31.7% | +28.0% | +3.8% | +27.1% |
| 1Y | +44.2% | -1.4% | +45.6% | +43.0% |
| 3Y | +265.5% | -33.9% | +299.4% | +275.2% |
| 5Y | +262.5% | -34.6% | +297.1% | +262.3% |
| All | +702.3% | -9.4% | +711.7% | +624.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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