+525.4%
WPM vs XHB
+215.4%
+310.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | -0.6% | -4.6% | +4.1% | +0.7% |
| 30D | +14.4% | -9.1% | +23.5% | +17.4% |
| 3M | +37.0% | -8.6% | +45.5% | +40.2% |
| 6M | +4.1% | -4.0% | +8.1% | +5.4% |
| YTD | +31.7% | -3.9% | +35.7% | +33.4% |
| 1Y | +44.2% | -16.5% | +60.6% | +50.5% |
| 3Y | +265.5% | +22.6% | +242.9% | +242.2% |
| 5Y | +262.5% | +33.9% | +228.6% | +225.0% |
| All | +525.4% | +215.4% | +310.0% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling