+395.5%
BAC vs WPM
+517.1%
-121.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +7.0% | -5.9% | +1.0% |
| 30D | -0.7% | +15.7% | -16.5% | -1.2% |
| 3M | +16.9% | +35.2% | -18.3% | +15.7% |
| 6M | +29.6% | +6.1% | +23.5% | +29.0% |
| YTD | +15.3% | +32.6% | -17.3% | +13.9% |
| 1Y | +28.8% | +46.9% | -18.1% | +26.9% |
| 3Y | +136.4% | +276.3% | -139.9% | +127.2% |
| 5Y | +72.9% | +260.0% | -187.1% | +64.7% |
| All | +395.5% | +517.1% | -121.5% | +407.6% |
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