+525.4%
WPM vs WSM
+1,071.8%
-546.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | -0.6% | -0.5% | 0.0% | -0.5% |
| 30D | +14.4% | -7.7% | +22.1% | +15.1% |
| 3M | +37.0% | +3.8% | +33.2% | +36.6% |
| 6M | +4.1% | +22.7% | -18.6% | +2.6% |
| YTD | +31.7% | +28.0% | +3.7% | +29.3% |
| 1Y | +44.2% | +12.7% | +31.4% | +42.6% |
| 3Y | +265.5% | +231.3% | +34.2% | +233.9% |
| 5Y | +262.5% | +177.2% | +85.3% | +229.7% |
| All | +525.4% | +1,071.8% | -546.3% | +500.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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