+577.7%
WPM vs TMF
-83.0%
+660.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +20.8% | +0.6% | +20.2% | +20.7% |
| 30D | +3.8% | +16.3% | -12.5% | +1.5% |
| 3M | +7.4% | -2.7% | +10.1% | +7.7% |
| 6M | +4.0% | -13.2% | +17.1% | +5.9% |
| YTD | +23.0% | -16.7% | +39.7% | +25.9% |
| 1Y | +45.9% | -22.7% | +68.7% | +50.8% |
| 3Y | +242.9% | -26.1% | +269.0% | +249.1% |
| 5Y | +259.5% | -88.4% | +347.9% | +347.4% |
| 10Y | +577.7% | -81.8% | +659.6% | +571.2% |
| All | +577.7% | -83.0% | +660.7% | +571.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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