+263.0%
XLF vs WPM
+5,972.6%
-5,709.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.2% | +7.0% | -6.8% | -0.6% |
| 30D | -0.5% | +15.7% | -16.3% | -2.3% |
| 3M | +10.6% | +35.2% | -24.6% | +6.6% |
| 6M | +14.3% | +6.1% | +8.2% | +12.7% |
| YTD | +5.5% | +32.6% | -27.0% | +1.0% |
| 1Y | +9.6% | +46.9% | -37.3% | +3.4% |
| 3Y | +75.2% | +276.3% | -201.1% | +46.6% |
| 5Y | +65.5% | +260.0% | -194.5% | +37.7% |
| 10Y | +246.4% | +508.5% | -262.1% | +159.9% |
| All | +263.0% | +5,972.6% | -5,709.6% | +75.1% |
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