+512.7%
WPM vs XME
+426.6%
+86.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -1.8% |
| 7D | -3.6% | -3.0% | -0.6% | -2.1% |
| 30D | +12.5% | -2.6% | +15.1% | +14.2% |
| 3M | +40.6% | +2.2% | +38.5% | +39.6% |
| 6M | +0.5% | +0.7% | -0.2% | +1.2% |
| YTD | +29.0% | +10.9% | +18.1% | +25.1% |
| 1Y | +43.8% | +35.7% | +8.1% | +27.5% |
| 3Y | +266.3% | +127.1% | +139.2% | +156.2% |
| 5Y | +255.1% | +168.5% | +86.6% | +128.9% |
| All | +512.7% | +426.6% | +86.1% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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