+236.9%
IYR vs WPM
+5,972.6%
-5,735.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.4% | +7.0% | -7.4% | -1.4% |
| 30D | -2.5% | +15.7% | -18.3% | -4.7% |
| 3M | +1.5% | +35.2% | -33.8% | -3.4% |
| 6M | +3.9% | +6.1% | -2.2% | +2.0% |
| YTD | +9.5% | +32.6% | -23.0% | +3.5% |
| 1Y | +7.5% | +46.9% | -39.5% | -0.4% |
| 3Y | +30.8% | +276.3% | -245.5% | +4.0% |
| 5Y | +4.8% | +260.0% | -255.2% | -17.1% |
| 10Y | +64.3% | +508.5% | -444.2% | +14.8% |
| All | +236.9% | +5,972.6% | -5,735.7% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling