+153.4%
EXE vs WPM
+232.8%
-79.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +5.3% | -3.6% | +8.9% | +5.8% |
| 30D | -2.2% | +1.4% | -3.6% | -2.6% |
| 3M | -5.9% | -0.2% | -5.7% | -6.5% |
| 6M | -5.7% | -7.3% | +1.6% | -5.6% |
| YTD | -17.8% | +12.3% | -30.2% | -22.5% |
| 1Y | -23.1% | +24.9% | -48.0% | -29.3% |
| 3Y | +21.2% | +210.4% | -189.2% | -14.9% |
| 5Y | +78.8% | +210.4% | -131.5% | +23.2% |
| All | +153.4% | +232.8% | -79.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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