+5,933.7%
WPM vs WWD
+2,567.7%
+3,366.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | +7.0% | +0.8% | +6.2% | +6.8% |
| 30D | +15.7% | -6.4% | +22.2% | +17.8% |
| 3M | +35.2% | -5.6% | +40.8% | +36.9% |
| 6M | +6.1% | -9.1% | +15.2% | +8.7% |
| YTD | +32.6% | +12.5% | +20.1% | +27.5% |
| 1Y | +46.9% | +41.3% | +5.6% | +31.8% |
| 3Y | +276.3% | +170.2% | +106.1% | +173.4% |
| 5Y | +260.0% | +192.5% | +67.5% | +150.0% |
| 10Y | +508.5% | +476.9% | +31.6% | +199.7% |
| All | +5,933.7% | +2,567.7% | +3,366.0% | +1,213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WWD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling