+136.4%
BAC vs WPM
+279.1%
-142.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +7.0% | -5.9% | +0.7% |
| 30D | -0.7% | +15.7% | -16.5% | -1.9% |
| 3M | +16.9% | +35.2% | -18.3% | +13.9% |
| 6M | +29.6% | +6.1% | +23.5% | +28.3% |
| YTD | +15.3% | +32.6% | -17.3% | +11.4% |
| 1Y | +28.8% | +46.9% | -18.1% | +23.1% |
| 3Y | +136.4% | +276.3% | -139.9% | +90.6% |
| All | +136.4% | +279.1% | -142.7% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling