+29.3%
IYR vs WPM
+273.6%
-244.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.9% | +3.9% | -4.8% | -1.3% |
| 30D | -2.4% | +17.7% | -20.0% | -4.2% |
| 3M | -2.0% | +39.4% | -41.4% | -6.0% |
| 6M | +2.5% | +6.4% | -3.9% | +1.4% |
| YTD | +8.3% | +34.0% | -25.7% | +2.9% |
| 1Y | +6.5% | +50.5% | -44.1% | -1.2% |
| All | +29.3% | +273.6% | -244.2% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling