+7.1%
IYR vs WPM
+266.2%
-259.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.9% | +3.9% | -4.8% | -1.5% |
| 30D | -2.4% | +17.7% | -20.0% | -4.9% |
| 3M | -2.0% | +39.4% | -41.4% | -7.4% |
| 6M | +2.5% | +6.4% | -3.9% | +0.8% |
| YTD | +8.3% | +34.0% | -25.7% | +1.3% |
| 1Y | +6.5% | +50.5% | -44.1% | -3.2% |
| 3Y | +29.3% | +280.3% | -251.0% | -6.6% |
| All | +7.1% | +266.2% | -259.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling