+409.7%
XLE vs WPM
+5,967.5%
-5,557.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +11.8% | +26.4% | -14.6% | +5.8% |
| 3M | +9.8% | +20.8% | -11.0% | +4.3% |
| 6M | +15.6% | +1.1% | +14.5% | +12.8% |
| YTD | +45.3% | +32.5% | +12.8% | +32.4% |
| 1Y | +48.3% | +51.5% | -3.2% | +30.2% |
| 3Y | +55.4% | +267.0% | -211.6% | +8.6% |
| 5Y | +216.1% | +250.1% | -34.0% | +119.2% |
| 10Y | +178.4% | +540.4% | -362.0% | +53.0% |
| All | +409.7% | +5,967.5% | -5,557.9% | +17.3% |
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