-15.6%
XYL vs WPM
+252.7%
-268.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.5% |
| 7D | -1.2% | -3.6% | +2.4% | -0.7% |
| 30D | -13.2% | +12.5% | -25.6% | -14.7% |
| 3M | -0.2% | +40.6% | -40.8% | -5.2% |
| 6M | -12.5% | +0.5% | -13.0% | -13.1% |
| YTD | -20.9% | +29.0% | -49.9% | -25.1% |
| 1Y | -21.6% | +43.8% | -65.4% | -27.3% |
| 3Y | +16.1% | +266.3% | -250.1% | -13.1% |
| 5Y | -15.6% | +255.1% | -270.7% | -39.7% |
| All | -15.6% | +252.7% | -268.3% | -39.7% |
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