+525.4%
WPM vs WY
+7.6%
+517.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -0.6% | -4.2% | +3.6% | +0.2% |
| 30D | +14.4% | -10.1% | +24.5% | +16.7% |
| 3M | +37.0% | -8.5% | +45.5% | +39.0% |
| 6M | +4.1% | -3.3% | +7.5% | +4.7% |
| YTD | +31.7% | -4.4% | +36.1% | +32.5% |
| 1Y | +44.2% | -11.5% | +55.7% | +46.8% |
| 3Y | +265.5% | -24.3% | +289.8% | +279.8% |
| 5Y | +262.5% | -21.3% | +283.8% | +272.4% |
| All | +525.4% | +7.6% | +517.8% | +463.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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