+393.2%
XLE vs WPM
+5,236.6%
-4,843.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | -12.0% | +16.9% | -28.9% | -15.1% |
| 30D | -2.7% | +2.0% | -4.7% | -3.7% |
| 3M | +6.6% | +8.9% | -2.4% | +3.4% |
| 6M | +9.5% | +1.6% | +8.0% | +6.9% |
| YTD | +40.6% | +16.5% | +24.1% | +30.8% |
| 1Y | +43.6% | +42.2% | +1.4% | +27.4% |
| 3Y | +58.1% | +213.3% | -155.2% | +13.7% |
| 5Y | +152.2% | +249.9% | -97.7% | +73.6% |
| 10Y | +172.9% | +549.4% | -376.4% | +48.0% |
| All | +393.2% | +5,236.6% | -4,843.4% | +15.9% |
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