+135.4%
XLP vs WPM
+556.6%
-421.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.2% | +0.5% |
| 7D | +2.3% | +16.4% | -14.0% | +1.2% |
| 30D | +9.1% | -1.5% | +10.6% | +9.1% |
| 3M | +7.9% | +2.6% | +5.3% | +7.4% |
| 6M | +9.6% | -1.3% | +10.9% | +9.2% |
| YTD | +19.4% | +16.8% | +2.7% | +16.8% |
| 1Y | +22.4% | +34.1% | -11.8% | +18.2% |
| 3Y | +43.2% | +225.1% | -181.9% | +27.1% |
| 5Y | +42.6% | +234.5% | -191.9% | +25.2% |
| 10Y | +135.4% | +674.1% | -538.7% | +100.9% |
| All | +135.4% | +556.6% | -421.2% | +100.9% |
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 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