+505.0%
WPM vs TXG
+21.5%
+483.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.5% |
| 7D | +7.0% | +9.4% | -2.3% | +5.9% |
| 30D | +15.7% | +26.1% | -10.3% | +12.6% |
| 3M | +35.2% | +124.8% | -89.6% | +23.1% |
| 6M | +6.1% | +215.2% | -209.1% | -7.0% |
| YTD | +32.6% | +302.2% | -269.6% | +13.4% |
| 1Y | +46.9% | +370.9% | -324.0% | +23.0% |
| 3Y | +276.3% | +38.5% | +237.8% | +245.3% |
| 5Y | +260.0% | -64.4% | +324.4% | +259.3% |
| All | +505.0% | +21.5% | +483.6% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling