+109.1%
AMGN vs WPM
+252.7%
-143.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | -1.8% |
| 7D | -13.9% | -3.6% | -10.3% | -13.5% |
| 30D | -7.1% | +12.5% | -19.6% | -8.5% |
| 3M | +13.9% | +40.6% | -26.7% | +9.2% |
| 6M | +3.2% | +0.5% | +2.7% | +2.5% |
| YTD | +19.2% | +29.0% | -9.8% | +14.5% |
| 1Y | +41.1% | +43.8% | -2.7% | +33.4% |
| 3Y | +61.3% | +266.3% | -205.0% | +33.3% |
| 5Y | +109.1% | +255.1% | -146.1% | +67.1% |
| All | +109.1% | +252.7% | -143.6% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling