+591.1%
XLP vs WPM
+5,236.6%
-4,645.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.4% |
| 7D | +0.7% | +16.9% | -16.2% | -0.2% |
| 30D | +10.3% | +2.0% | +8.3% | +10.0% |
| 3M | +6.5% | +8.9% | -2.4% | +5.8% |
| 6M | +8.4% | +1.6% | +6.8% | +7.8% |
| YTD | +18.2% | +16.5% | +1.7% | +16.3% |
| 1Y | +22.4% | +42.2% | -19.8% | +18.9% |
| 3Y | +41.9% | +213.3% | -171.4% | +30.7% |
| 5Y | +40.9% | +249.9% | -209.1% | +28.2% |
| 10Y | +128.4% | +549.4% | -421.0% | +98.4% |
| All | +591.1% | +5,236.6% | -4,645.4% | +420.4% |
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