+163.9%
XLE vs WPM
+553.6%
-389.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | +0.1% |
| 7D | -7.9% | +20.8% | -28.7% | -9.4% |
| 30D | -4.8% | +3.8% | -8.6% | -5.2% |
| 3M | +8.4% | +7.4% | +1.0% | +7.4% |
| 6M | +12.7% | +4.0% | +8.7% | +11.7% |
| YTD | +41.3% | +23.0% | +18.3% | +36.3% |
| 1Y | +42.3% | +45.9% | -3.7% | +34.4% |
| 3Y | +65.1% | +242.9% | -177.9% | +38.3% |
| 5Y | +150.2% | +259.5% | -109.3% | +106.1% |
| 10Y | +163.9% | +577.7% | -413.8% | +106.4% |
| All | +163.9% | +553.6% | -389.7% | +106.4% |
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 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