+514.4%
XLB vs WPM
+5,060.0%
-4,545.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +5.3% | -3.1% | +8.4% | +5.6% |
| 3M | 0.0% | -2.2% | +2.2% | -0.3% |
| 6M | +1.2% | -7.4% | +8.6% | +1.6% |
| YTD | +16.9% | +12.6% | +4.3% | +11.4% |
| 1Y | +20.9% | +22.8% | -1.9% | +13.0% |
| 3Y | +43.3% | +213.6% | -170.3% | +7.0% |
| 5Y | +28.3% | +211.2% | -182.9% | -5.6% |
| 10Y | +165.3% | +733.9% | -568.6% | +47.2% |
| All | +514.4% | +5,060.0% | -4,545.6% | +90.1% |
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 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