+237.7%
BAC vs WPM
+556.6%
-318.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.3% | +0.5% |
| 7D | +2.1% | +16.4% | -14.3% | +1.4% |
| 30D | -6.7% | -1.5% | -5.2% | -6.7% |
| 3M | -20.2% | +2.6% | -22.8% | -20.4% |
| 6M | -0.2% | -1.3% | +1.1% | -0.5% |
| YTD | -6.4% | +16.8% | -23.1% | -7.4% |
| 1Y | -3.1% | +34.1% | -37.2% | -4.6% |
| 3Y | +96.7% | +225.1% | -128.4% | +87.5% |
| 5Y | +21.3% | +234.5% | -213.2% | +14.6% |
| 10Y | +237.7% | +674.1% | -436.4% | +249.3% |
| All | +237.7% | +556.6% | -318.9% | +249.3% |
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