+537.3%
WPM vs PSLV
+108.9%
+428.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.6% | +0.8% |
| 7D | -3.6% | -4.9% | +1.3% | +0.4% |
| 30D | +12.5% | -1.9% | +14.4% | +14.5% |
| 3M | +40.6% | +4.2% | +36.4% | +35.9% |
| 6M | +0.5% | -27.6% | +28.1% | +30.8% |
| YTD | +29.0% | -11.7% | +40.7% | +29.8% |
| 1Y | +43.8% | +49.3% | -5.5% | -11.1% |
| 3Y | +266.3% | +167.1% | +99.1% | +30.2% |
| 5Y | +255.1% | +151.7% | +103.4% | +32.5% |
| 10Y | +526.8% | +187.0% | +339.9% | +100.6% |
| All | +537.3% | +108.9% | +428.4% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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