+192.9%
XOM vs WPM
+558.4%
-365.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +4.1% | -0.6% | +4.6% | +4.1% |
| 30D | +4.6% | +14.4% | -9.8% | +3.5% |
| 3M | +14.0% | +37.0% | -23.0% | +11.3% |
| 6M | +11.0% | +4.1% | +6.8% | +10.2% |
| YTD | +40.7% | +31.7% | +9.0% | +36.4% |
| 1Y | +52.3% | +44.2% | +8.1% | +46.1% |
| 3Y | +60.5% | +265.5% | -205.0% | +38.8% |
| 5Y | +266.4% | +262.5% | +3.9% | +213.7% |
| All | +192.9% | +558.4% | -365.5% | +145.2% |
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