+367.5%
BA vs WPM
+5,967.5%
-5,600.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | -11.6% | +26.4% | -38.0% | -14.5% |
| 3M | -2.4% | +20.8% | -23.2% | -5.1% |
| 6M | -6.6% | +1.1% | -7.7% | -7.3% |
| YTD | -2.2% | +32.5% | -34.7% | -6.6% |
| 1Y | -8.0% | +51.5% | -59.5% | -13.9% |
| 3Y | -5.0% | +267.0% | -272.0% | -21.2% |
| 5Y | -2.7% | +250.1% | -252.8% | -19.6% |
| 10Y | +75.9% | +540.4% | -464.5% | +30.5% |
| All | +367.5% | +5,967.5% | -5,600.0% | +140.4% |
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