+80.4%
XLI vs WPM
+252.7%
-172.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.2% |
| 7D | -2.3% | -3.6% | +1.3% | -1.8% |
| 30D | -8.2% | +12.5% | -20.6% | -9.9% |
| 3M | +0.8% | +40.6% | -39.8% | -4.5% |
| 6M | +0.8% | +0.5% | +0.3% | -0.2% |
| YTD | +10.5% | +29.0% | -18.5% | +5.2% |
| 1Y | +14.1% | +43.8% | -29.7% | +6.6% |
| 3Y | +68.6% | +266.3% | -197.7% | +33.0% |
| 5Y | +80.4% | +255.1% | -174.7% | +36.9% |
| All | +80.4% | +252.7% | -172.3% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling