+176.5%
XLE vs WPM
+752.0%
-575.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.7% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | -4.3% | -3.1% | -1.2% | -4.2% |
| 3M | +6.0% | -2.2% | +8.2% | +5.8% |
| 6M | +13.2% | -7.4% | +20.6% | +13.3% |
| YTD | +46.7% | +12.6% | +34.1% | +42.4% |
| 1Y | +46.6% | +22.8% | +23.8% | +40.7% |
| 3Y | +69.6% | +213.6% | -144.1% | +42.3% |
| 5Y | +166.5% | +211.2% | -44.6% | +120.7% |
| All | +176.5% | +752.0% | -575.5% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling