+376.3%
PSX vs WPM
+545.0%
-168.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.7% |
| 7D | +1.5% | -3.6% | +5.1% | +1.7% |
| 30D | +15.8% | +12.5% | +3.4% | +15.0% |
| 3M | +43.0% | +40.6% | +2.4% | +39.9% |
| 6M | +61.1% | +0.5% | +60.5% | +60.6% |
| YTD | +104.5% | +29.0% | +75.5% | +99.5% |
| 1Y | +102.5% | +43.8% | +58.7% | +95.6% |
| 3Y | +133.5% | +266.3% | -132.8% | +105.9% |
| 5Y | +367.0% | +255.1% | +111.8% | +307.0% |
| All | +376.3% | +545.0% | -168.7% | +313.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling