+147.8%
XEL vs WPM
+558.4%
-410.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -3.9% | +14.4% | -18.4% | -5.6% |
| 3M | -2.8% | +37.0% | -39.8% | -6.6% |
| 6M | -5.4% | +4.1% | -9.5% | -6.5% |
| YTD | +3.8% | +31.7% | -28.0% | -0.8% |
| 1Y | +6.8% | +44.2% | -37.3% | +0.6% |
| 3Y | +45.6% | +265.5% | -219.9% | +20.2% |
| 5Y | +30.7% | +262.5% | -231.8% | +6.7% |
| All | +147.8% | +558.4% | -410.6% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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