+607.0%
WPM vs TW
+206.7%
+400.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -0.6% | -4.5% | +3.9% | +0.3% |
| 30D | +14.4% | -2.3% | +16.7% | +14.8% |
| 3M | +37.0% | +2.6% | +34.4% | +35.5% |
| 6M | +4.1% | -17.5% | +21.7% | +7.5% |
| YTD | +31.7% | -5.3% | +37.0% | +31.1% |
| 1Y | +44.2% | -14.8% | +58.9% | +47.1% |
| 3Y | +265.5% | +18.8% | +246.6% | +243.4% |
| 5Y | +262.5% | +20.7% | +241.8% | +232.0% |
| All | +607.0% | +206.7% | +400.2% | +451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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