+63.0%
XLC vs WPM
+215.3%
-152.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -4.2% | -3.1% | -1.1% | -4.1% |
| 3M | -2.1% | -2.2% | 0.0% | -2.3% |
| 6M | -6.6% | -7.4% | +0.8% | -6.5% |
| YTD | -7.8% | +12.6% | -20.4% | -10.0% |
| 1Y | -4.1% | +22.8% | -26.9% | -7.3% |
| All | +63.0% | +215.3% | -152.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling