+136.8%
XLP vs WPM
+659.5%
-522.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | -0.5% | +3.1% | -3.6% | -0.8% |
| 30D | +8.3% | -1.8% | +10.2% | +8.3% |
| 3M | +8.7% | +1.0% | +7.7% | +8.3% |
| 6M | +11.2% | -5.4% | +16.6% | +11.2% |
| YTD | +20.0% | +15.9% | +4.1% | +17.4% |
| 1Y | +21.3% | +30.8% | -9.5% | +17.4% |
| 3Y | +43.8% | +222.6% | -178.8% | +27.7% |
| 5Y | +43.3% | +227.4% | -184.1% | +25.8% |
| 10Y | +136.8% | +757.8% | -621.1% | +100.1% |
| All | +136.8% | +659.5% | -522.7% | +100.1% |
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 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