+512.7%
WPM vs WWD
+490.2%
+22.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -3.6% | -2.9% | -0.7% | -3.1% |
| 30D | +12.5% | -6.6% | +19.1% | +13.8% |
| 3M | +40.6% | -9.3% | +49.9% | +42.9% |
| 6M | +0.5% | -13.6% | +14.2% | +3.1% |
| YTD | +29.0% | +10.4% | +18.7% | +27.1% |
| 1Y | +43.8% | +39.9% | +3.9% | +36.2% |
| 3Y | +266.3% | +165.0% | +101.2% | +210.8% |
| 5Y | +255.1% | +183.8% | +71.3% | +193.7% |
| All | +512.7% | +490.2% | +22.4% | +351.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling