+206.8%
WPM vs TLN
+716.6%
-509.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.6% | -1.6% |
| 7D | +3.1% | +15.9% | -12.8% | +0.5% |
| 30D | -1.8% | -0.3% | -1.6% | -2.1% |
| 3M | +1.0% | +5.8% | -4.8% | -0.7% |
| 6M | -5.4% | -1.2% | -4.2% | -6.3% |
| YTD | +15.9% | +1.0% | +14.8% | +13.7% |
| 1Y | +30.8% | +1.1% | +29.7% | +28.2% |
| 3Y | +222.6% | +591.7% | -369.1% | +122.7% |
| All | +206.8% | +716.6% | -509.8% | +106.6% |
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