-11.4%
MSCI vs WPM
+261.1%
-272.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -2.1% | +7.0% | -9.1% | -2.9% |
| 30D | -1.7% | +15.7% | -17.5% | -3.7% |
| 3M | -8.2% | +35.2% | -43.4% | -12.2% |
| 6M | -2.4% | +6.1% | -8.5% | -3.6% |
| YTD | -2.8% | +32.6% | -35.4% | -8.7% |
| 1Y | -2.7% | +46.9% | -49.6% | -10.8% |
| 3Y | +7.3% | +276.3% | -269.0% | -25.1% |
| 5Y | -11.4% | +260.0% | -271.4% | -42.1% |
| All | -11.4% | +261.1% | -272.5% | -42.1% |
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 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