+525.4%
WPM vs WCC
+541.6%
-16.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.7% | +1.5% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | +14.4% | -2.1% | +16.5% | +14.7% |
| 3M | +37.0% | +3.8% | +33.2% | +35.9% |
| 6M | +4.1% | +35.0% | -30.9% | -0.2% |
| YTD | +31.7% | +46.4% | -14.6% | +24.9% |
| 1Y | +44.2% | +63.0% | -18.8% | +34.8% |
| 3Y | +265.5% | +133.9% | +131.5% | +219.3% |
| 5Y | +262.5% | +226.5% | +36.0% | +196.9% |
| All | +525.4% | +541.6% | -16.2% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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