+276.3%
WPM vs EXEL
+160.6%
+115.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +7.0% | +1.4% | +5.7% | +6.9% |
| 30D | +15.7% | +6.7% | +9.1% | +15.2% |
| 3M | +35.2% | +11.5% | +23.7% | +34.2% |
| 6M | +6.1% | +38.8% | -32.7% | +4.5% |
| YTD | +32.6% | +31.6% | +1.0% | +30.5% |
| 1Y | +46.9% | +53.0% | -6.1% | +45.1% |
| 3Y | +276.3% | +160.8% | +115.5% | +263.1% |
| All | +276.3% | +160.6% | +115.7% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling