+195.5%
AMGN vs WPM
+558.4%
-362.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -13.7% | -0.6% | -13.1% | -13.7% |
| 30D | -8.8% | +14.4% | -23.2% | -9.9% |
| 3M | +7.2% | +37.0% | -29.8% | +4.4% |
| 6M | +1.3% | +4.1% | -2.9% | +0.4% |
| YTD | +17.6% | +31.7% | -14.1% | +14.4% |
| 1Y | +37.2% | +44.2% | -7.0% | +32.3% |
| 3Y | +57.7% | +265.5% | -207.7% | +41.3% |
| 5Y | +106.3% | +262.5% | -156.2% | +83.6% |
| All | +195.5% | +558.4% | -362.9% | +159.8% |
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