-42.2%
RIG vs WPM
+558.4%
-600.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -0.5% | +14.4% | -14.9% | -2.6% |
| 3M | -6.0% | +37.0% | -43.0% | -10.6% |
| 6M | -10.1% | +4.1% | -14.3% | -11.6% |
| YTD | +37.3% | +31.7% | +5.6% | +30.1% |
| 1Y | +73.9% | +44.2% | +29.8% | +62.0% |
| 3Y | -30.2% | +265.5% | -295.7% | -43.6% |
| 5Y | +62.5% | +262.5% | -200.0% | +29.9% |
| All | -42.2% | +558.4% | -600.6% | -51.3% |
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