+266.3%
WPM vs EXEL
+194.6%
+71.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +17.7% | +10.1% | +7.5% | +16.7% |
| 3M | +39.4% | +10.1% | +29.4% | +38.2% |
| 6M | +6.4% | +37.7% | -31.2% | +3.8% |
| YTD | +34.0% | +33.1% | +0.9% | +30.8% |
| 1Y | +50.5% | +52.4% | -1.9% | +46.0% |
| 3Y | +280.3% | +163.8% | +116.5% | +247.9% |
| 5Y | +266.3% | +198.5% | +67.8% | +225.4% |
| All | +266.3% | +194.6% | +71.7% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling