+544.7%
XLP vs WPM
+5,967.5%
-5,422.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | -0.9% | +26.4% | -27.2% | -2.3% |
| 3M | +3.8% | +20.8% | -17.0% | +2.4% |
| 6M | -1.7% | +1.1% | -2.8% | -2.2% |
| YTD | +10.3% | +32.5% | -22.2% | +7.8% |
| 1Y | +7.8% | +51.5% | -43.7% | +4.4% |
| 3Y | +27.2% | +267.0% | -239.8% | +16.2% |
| 5Y | +32.5% | +250.1% | -217.6% | +20.7% |
| 10Y | +101.8% | +540.4% | -438.6% | +75.4% |
| All | +544.7% | +5,967.5% | -5,422.8% | +382.6% |
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