+66.9%
IYR vs WPM
+558.4%
-491.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -2.7% | +14.4% | -17.1% | -4.4% |
| 3M | -2.1% | +37.0% | -39.1% | -6.3% |
| 6M | +3.6% | +4.1% | -0.5% | +2.3% |
| YTD | +8.1% | +31.7% | -23.6% | +3.0% |
| 1Y | +4.7% | +44.2% | -39.5% | -1.8% |
| 3Y | +29.1% | +265.5% | -236.4% | +5.4% |
| 5Y | +6.9% | +262.5% | -255.6% | -13.8% |
| All | +66.9% | +558.4% | -491.5% | +28.2% |
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