+37.6%
XLC vs WPM
+261.4%
-223.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | +3.9% | -5.3% | -1.9% |
| 30D | -0.9% | +17.7% | -18.6% | -3.0% |
| 3M | -0.3% | +39.4% | -39.8% | -4.8% |
| 6M | -5.2% | +6.4% | -11.6% | -6.5% |
| YTD | -5.3% | +34.0% | -39.3% | -10.3% |
| 1Y | -2.8% | +50.5% | -53.3% | -10.0% |
| 3Y | +71.2% | +280.3% | -209.1% | +31.0% |
| 5Y | +37.6% | +266.3% | -228.8% | +0.5% |
| All | +37.6% | +261.4% | -223.8% | +0.5% |
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