+1,907.8%
STX vs WPM
+665.3%
+1,242.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | 0.0% |
| 7D | -17.3% | +16.4% | -33.6% | -19.8% |
| 30D | -35.9% | -1.5% | -34.5% | -35.9% |
| 3M | -37.3% | +2.6% | -39.9% | -38.1% |
| 6M | -35.8% | -1.3% | -34.5% | -36.5% |
| YTD | +82.7% | +16.8% | +66.0% | +75.7% |
| 1Y | +71.6% | +34.1% | +37.5% | +61.6% |
| 3Y | +635.3% | +225.1% | +410.1% | +508.8% |
| 5Y | +483.8% | +234.5% | +249.3% | +373.5% |
| All | +1,907.8% | +665.3% | +1,242.5% | +1,400.9% |
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