+432.8%
XYL vs WPM
+481.0%
-48.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.9% |
| 7D | -5.0% | +1.1% | -6.1% | -5.2% |
| 30D | -13.2% | +26.4% | -39.6% | -15.4% |
| 3M | -3.7% | +20.8% | -24.5% | -5.9% |
| 6M | -17.7% | +1.1% | -18.8% | -18.3% |
| YTD | -21.5% | +32.5% | -54.0% | -24.6% |
| 1Y | -24.5% | +51.5% | -76.0% | -28.6% |
| 3Y | +6.9% | +267.0% | -260.1% | -9.0% |
| 5Y | -18.1% | +250.1% | -268.2% | -30.7% |
| 10Y | +134.7% | +540.4% | -405.6% | +83.3% |
| All | +432.8% | +481.0% | -48.3% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling