+265.5%
WPM vs TXG
+43.8%
+221.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.6% |
| 7D | -0.6% | +9.5% | -10.0% | -1.7% |
| 30D | +14.4% | +18.8% | -4.4% | +12.0% |
| 3M | +37.0% | +136.1% | -99.1% | +23.6% |
| 6M | +4.1% | +235.2% | -231.1% | -9.4% |
| YTD | +31.7% | +320.5% | -288.8% | +12.6% |
| 1Y | +44.2% | +425.2% | -381.0% | +21.0% |
| 3Y | +265.5% | +42.9% | +222.6% | +254.3% |
| All | +265.5% | +43.8% | +221.7% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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