-22.6%
XYL vs WPM
+210.4%
-233.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -3.6% | -0.2% | -3.3% |
| 30D | -8.3% | +1.4% | -9.8% | -8.7% |
| 3M | -21.4% | -0.2% | -21.2% | -21.8% |
| 6M | -12.9% | -7.3% | -5.6% | -12.7% |
| YTD | -30.1% | +12.3% | -42.4% | -32.7% |
| 1Y | -35.2% | +24.9% | -60.1% | -38.8% |
| 3Y | -0.8% | +210.4% | -211.1% | -24.0% |
| All | -22.6% | +210.4% | -233.0% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling