+358.2%
PSX vs WPM
+752.0%
-393.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.8% |
| 7D | +6.4% | -0.5% | +6.9% | +6.4% |
| 30D | -10.2% | -3.1% | -7.1% | -10.1% |
| 3M | +17.2% | -2.2% | +19.3% | +17.1% |
| 6M | +51.8% | -7.4% | +59.2% | +52.0% |
| YTD | +108.0% | +12.6% | +95.4% | +104.3% |
| 1Y | +96.1% | +22.8% | +73.3% | +91.2% |
| 3Y | +155.9% | +213.6% | -57.8% | +127.3% |
| 5Y | +306.9% | +211.2% | +95.7% | +256.2% |
| All | +358.2% | +752.0% | -393.8% | +290.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling