+254.7%
WPM vs TLN
+589.3%
-334.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.4% |
| 7D | +3.9% | +5.8% | -2.0% | +2.8% |
| 30D | +17.7% | -6.9% | +24.5% | +19.0% |
| 3M | +39.4% | -10.9% | +50.3% | +41.8% |
| 6M | +6.4% | -4.6% | +11.0% | +7.2% |
| YTD | +34.0% | -14.7% | +48.7% | +36.1% |
| 1Y | +50.5% | -17.9% | +68.4% | +53.4% |
| 3Y | +280.3% | +483.9% | -203.6% | +172.5% |
| All | +254.7% | +589.3% | -334.6% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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