+35.0%
XLB vs WPM
+261.4%
-226.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.3% |
| 7D | -2.9% | +3.9% | -6.8% | -3.8% |
| 30D | -3.4% | +17.7% | -21.0% | -7.2% |
| 3M | +1.6% | +39.4% | -37.8% | -6.5% |
| 6M | +3.6% | +6.4% | -2.8% | +0.8% |
| YTD | +14.2% | +34.0% | -19.7% | +4.6% |
| 1Y | +15.6% | +50.5% | -34.9% | +2.4% |
| 3Y | +33.1% | +280.3% | -247.2% | -10.1% |
| 5Y | +35.0% | +266.3% | -231.3% | -13.6% |
| All | +35.0% | +261.4% | -226.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling