+215.2%
XLY vs WPM
+558.4%
-343.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -4.2% | +14.4% | -18.6% | -5.7% |
| 3M | -2.7% | +37.0% | -39.7% | -6.2% |
| 6M | -0.6% | +4.1% | -4.8% | -1.7% |
| YTD | -5.0% | +31.7% | -36.7% | -8.7% |
| 1Y | -4.1% | +44.2% | -48.3% | -8.9% |
| 3Y | +33.6% | +265.5% | -231.9% | +13.1% |
| 5Y | +28.7% | +262.5% | -233.8% | +7.6% |
| All | +215.2% | +558.4% | -343.2% | +158.9% |
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