+171.4%
OXY vs WPM
+5,972.6%
-5,801.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -0.5% | +7.0% | -7.5% | -2.2% |
| 30D | +8.5% | +15.7% | -7.3% | +4.2% |
| 3M | +6.0% | +35.2% | -29.2% | -2.9% |
| 6M | +13.0% | +6.1% | +6.9% | +8.1% |
| YTD | +48.9% | +32.6% | +16.3% | +33.3% |
| 1Y | +36.4% | +46.9% | -10.5% | +18.0% |
| 3Y | -2.3% | +276.3% | -278.6% | -36.3% |
| 5Y | +160.6% | +260.0% | -99.4% | +68.4% |
| 10Y | +2.0% | +508.5% | -506.5% | -47.7% |
| All | +171.4% | +5,972.6% | -5,801.2% | -50.7% |
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