+533.2%
XYZ vs WPM
+1,278.4%
-745.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.5% |
| 7D | -1.0% | +1.1% | -2.0% | -1.2% |
| 30D | -1.7% | +26.4% | -28.1% | -6.8% |
| 3M | +16.7% | +20.8% | -4.1% | +11.4% |
| 6M | +26.9% | +1.1% | +25.7% | +25.2% |
| YTD | +27.1% | +32.5% | -5.3% | +18.2% |
| 1Y | +9.3% | +51.5% | -42.3% | -1.9% |
| 3Y | +42.3% | +267.0% | -224.7% | +3.8% |
| 5Y | -69.3% | +250.1% | -319.4% | -77.9% |
| 10Y | +586.8% | +540.4% | +46.4% | +394.9% |
| All | +533.2% | +1,278.4% | -745.2% | +374.9% |
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