+23.4%
BA vs WPM
+752.0%
-728.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -8.0% | -3.1% | -4.9% | -7.8% |
| 3M | -25.8% | -2.2% | -23.6% | -26.0% |
| 6M | -27.6% | -7.4% | -20.2% | -27.4% |
| YTD | -21.0% | +12.6% | -33.6% | -23.7% |
| 1Y | -12.3% | +22.8% | -35.1% | -16.5% |
| 3Y | -12.8% | +213.6% | -226.4% | -29.1% |
| 5Y | -22.4% | +211.2% | -233.5% | -37.8% |
| All | +23.4% | +752.0% | -728.6% | -10.7% |
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