+247.2%
WPM vs TMF
-88.0%
+335.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +16.9% | +1.2% | +15.7% | +16.7% |
| 30D | +2.0% | +19.7% | -17.8% | -0.9% |
| 3M | +8.9% | -2.1% | +11.0% | +9.2% |
| 6M | +1.6% | -13.4% | +15.0% | +3.6% |
| YTD | +16.5% | -16.7% | +33.2% | +19.3% |
| 1Y | +42.2% | -23.3% | +65.5% | +47.2% |
| 3Y | +213.3% | -24.8% | +238.1% | +217.6% |
| All | +247.2% | -88.0% | +335.2% | +309.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling