+554.0%
XYZ vs WPM
+1,112.3%
-558.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | +12.1% | +16.9% | -4.8% | +8.4% |
| 30D | +12.4% | +2.0% | +10.4% | +11.8% |
| 3M | +8.2% | +8.9% | -0.8% | +5.8% |
| 6M | +20.7% | +1.6% | +19.1% | +19.3% |
| YTD | +31.3% | +16.5% | +14.8% | +25.2% |
| 1Y | +20.5% | +42.2% | -21.7% | +10.1% |
| 3Y | +72.6% | +213.3% | -140.7% | +30.2% |
| 5Y | -64.0% | +249.9% | -313.9% | -73.8% |
| 10Y | +601.8% | +549.4% | +52.4% | +420.7% |
| All | +554.0% | +1,112.3% | -558.3% | +403.3% |
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