+612.3%
XYZ vs WPM
+518.9%
+93.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.9% |
| 7D | +12.1% | +16.9% | -4.8% | +7.8% |
| 30D | +12.4% | +2.0% | +10.4% | +11.7% |
| 3M | +8.2% | +8.9% | -0.8% | +5.3% |
| 6M | +20.7% | +1.6% | +19.1% | +19.0% |
| YTD | +31.3% | +16.5% | +14.8% | +23.8% |
| 1Y | +20.5% | +42.2% | -21.7% | +7.8% |
| 3Y | +72.6% | +213.3% | -140.7% | +21.3% |
| 5Y | -64.0% | +249.9% | -313.9% | -75.8% |
| All | +612.3% | +518.9% | +93.4% | +391.6% |
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