+448.5%
XYL vs WPM
+481.5%
-33.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | +1.8% | +7.0% | -5.2% | +1.1% |
| 30D | -9.2% | +15.7% | -25.0% | -10.7% |
| 3M | -0.3% | +35.2% | -35.5% | -3.6% |
| 6M | -11.0% | +6.1% | -17.1% | -12.0% |
| YTD | -19.2% | +32.6% | -51.8% | -22.3% |
| 1Y | -21.2% | +46.9% | -68.1% | -25.3% |
| 3Y | +18.6% | +276.3% | -257.7% | +0.6% |
| 5Y | -14.3% | +260.0% | -274.3% | -27.7% |
| 10Y | +141.0% | +508.5% | -367.5% | +89.3% |
| All | +448.5% | +481.5% | -33.0% | +315.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling