+674.1%
WPM vs WST
+446.4%
+227.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.1% |
| 7D | +16.4% | +1.4% | +15.0% | +16.1% |
| 30D | -1.5% | +12.7% | -14.2% | -3.1% |
| 3M | +2.6% | +17.2% | -14.6% | +0.2% |
| 6M | -1.3% | +26.7% | -28.0% | -4.8% |
| YTD | +16.8% | +50.3% | -33.5% | +9.6% |
| 1Y | +34.1% | +50.2% | -16.1% | +25.9% |
| 3Y | +225.1% | +21.7% | +203.4% | +201.9% |
| 5Y | +234.5% | +2.0% | +232.5% | +213.1% |
| 10Y | +674.1% | +451.1% | +223.0% | +466.5% |
| All | +674.1% | +446.4% | +227.7% | +466.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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