+580.0%
XYZ vs WPM
+502.1%
+77.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +2.9% | +7.0% | -4.2% | +1.1% |
| 30D | +1.4% | +15.7% | -14.3% | -2.5% |
| 3M | +14.6% | +35.2% | -20.7% | +5.4% |
| 6M | +20.8% | +6.1% | +14.7% | +17.5% |
| YTD | +23.1% | +32.6% | -9.5% | +12.6% |
| 1Y | +5.6% | +46.9% | -41.3% | -6.5% |
| 3Y | +50.9% | +276.3% | -225.4% | +1.9% |
| 5Y | -68.6% | +260.0% | -328.6% | -79.1% |
| 10Y | +580.0% | +508.5% | +71.4% | +372.5% |
| All | +580.0% | +502.1% | +77.9% | +372.5% |
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