+295.4%
WMB vs WPM
+545.0%
-249.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.7% |
| 7D | -1.7% | -3.6% | +1.9% | -1.3% |
| 30D | +0.7% | +12.5% | -11.8% | -0.7% |
| 3M | +1.5% | +40.6% | -39.1% | -2.6% |
| 6M | +0.1% | +0.5% | -0.5% | -0.7% |
| YTD | +22.9% | +29.0% | -6.1% | +17.8% |
| 1Y | +27.9% | +43.8% | -15.9% | +20.4% |
| 3Y | +139.1% | +266.3% | -127.1% | +98.9% |
| 5Y | +270.9% | +255.1% | +15.8% | +205.7% |
| All | +295.4% | +545.0% | -249.6% | +218.6% |
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