+711.3%
WPM vs TMF
-82.1%
+793.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -3.6% | -9.3% | +5.7% | -2.2% |
| 30D | +1.4% | +1.9% | -0.5% | +1.1% |
| 3M | -0.2% | -11.2% | +11.1% | +1.4% |
| 6M | -7.3% | -17.7% | +10.4% | -4.8% |
| YTD | +12.3% | -24.5% | +36.8% | +16.5% |
| 1Y | +24.9% | -29.4% | +54.3% | +30.6% |
| 3Y | +210.4% | -33.4% | +243.8% | +220.5% |
| 5Y | +210.4% | -88.7% | +299.1% | +283.3% |
| All | +711.3% | -82.1% | +793.4% | +656.3% |
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