+525.4%
WPM vs WTW
+198.0%
+327.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -0.6% | -5.7% | +5.2% | +0.3% |
| 30D | +14.4% | -7.3% | +21.7% | +15.7% |
| 3M | +37.0% | +21.5% | +15.5% | +33.0% |
| 6M | +4.1% | +9.6% | -5.5% | +2.4% |
| YTD | +31.7% | -3.3% | +35.0% | +32.1% |
| 1Y | +44.2% | -6.1% | +50.3% | +45.3% |
| 3Y | +265.5% | +61.8% | +203.6% | +230.1% |
| 5Y | +262.5% | +42.7% | +219.8% | +232.4% |
| All | +525.4% | +198.0% | +327.4% | +461.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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