+512.7%
XLB vs WPM
+5,967.5%
-5,454.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | -0.4% | +26.4% | -26.7% | -5.6% |
| 3M | +2.0% | +20.8% | -18.9% | -2.8% |
| 6M | +1.8% | +1.1% | +0.7% | +0.4% |
| YTD | +16.6% | +32.5% | -15.9% | +7.8% |
| 1Y | +16.9% | +51.5% | -34.6% | +4.5% |
| 3Y | +32.6% | +267.0% | -234.5% | -4.0% |
| 5Y | +35.6% | +250.1% | -214.5% | -2.4% |
| 10Y | +160.0% | +540.4% | -380.3% | +52.9% |
| All | +512.7% | +5,967.5% | -5,454.8% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling