+5,928.6%
WPM vs EXEL
+690.0%
+5,238.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.1% | +8.4% | -7.3% | +0.1% |
| 30D | +26.4% | +4.1% | +22.3% | +25.7% |
| 3M | +20.8% | +12.4% | +8.4% | +19.1% |
| 6M | +1.1% | +41.5% | -40.4% | -2.9% |
| YTD | +32.5% | +34.6% | -2.2% | +27.8% |
| 1Y | +51.5% | +57.9% | -6.3% | +43.2% |
| 3Y | +267.0% | +159.5% | +107.5% | +221.7% |
| 5Y | +250.1% | +198.5% | +51.6% | +198.4% |
| 10Y | +540.4% | +411.4% | +129.0% | +364.2% |
| All | +5,928.6% | +690.0% | +5,238.7% | +2,670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling