+821.8%
AMGN vs WPM
+6,037.2%
-5,215.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -11.6% | +3.9% | -15.5% | -11.9% |
| 30D | -5.7% | +17.7% | -23.3% | -6.8% |
| 3M | +14.2% | +39.4% | -25.2% | +11.3% |
| 6M | +5.2% | +6.4% | -1.2% | +4.3% |
| YTD | +22.0% | +34.0% | -12.0% | +18.8% |
| 1Y | +43.6% | +50.5% | -6.9% | +38.5% |
| 3Y | +65.0% | +280.3% | -215.3% | +48.3% |
| 5Y | +112.0% | +266.3% | -154.3% | +89.9% |
| 10Y | +216.6% | +550.8% | -334.2% | +168.3% |
| All | +821.8% | +6,037.2% | -5,215.4% | +431.1% |
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 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