+711.3%
WPM vs XHB
+237.3%
+474.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.4% |
| 30D | +1.4% | +9.9% | -8.5% | -1.2% |
| 3M | -0.2% | -6.3% | +6.1% | +1.7% |
| 6M | -7.3% | +3.8% | -11.2% | -8.2% |
| YTD | +12.3% | +0.1% | +12.2% | +12.5% |
| 1Y | +24.9% | -0.8% | +25.7% | +25.3% |
| 3Y | +210.4% | +35.6% | +174.8% | +182.9% |
| 5Y | +210.4% | +29.6% | +180.8% | +179.1% |
| All | +711.3% | +237.3% | +474.0% | +526.5% |
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