+255.1%
WPM vs TXG
-64.0%
+319.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.5% |
| 7D | -3.6% | +5.0% | -8.6% | -4.2% |
| 30D | +12.5% | +13.5% | -1.0% | +10.9% |
| 3M | +40.6% | +128.0% | -87.4% | +28.0% |
| 6M | +0.5% | +224.4% | -223.9% | -12.0% |
| YTD | +29.0% | +307.0% | -278.0% | +10.6% |
| 1Y | +43.8% | +427.2% | -383.4% | +19.9% |
| 3Y | +266.3% | +40.2% | +226.1% | +237.3% |
| 5Y | +255.1% | -64.0% | +319.1% | +223.9% |
| All | +255.1% | -64.0% | +319.2% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling