+123.7%
BAC vs WPM
+5,967.5%
-5,843.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -0.4% | +26.4% | -26.7% | -3.6% |
| 3M | +16.9% | +20.8% | -3.9% | +13.5% |
| 6M | +26.6% | +1.1% | +25.5% | +25.3% |
| YTD | +15.8% | +32.5% | -16.7% | +10.1% |
| 1Y | +27.2% | +51.5% | -24.4% | +18.4% |
| 3Y | +132.4% | +267.0% | -134.6% | +89.6% |
| 5Y | +72.6% | +250.1% | -177.5% | +39.8% |
| 10Y | +389.7% | +540.4% | -150.6% | +244.1% |
| All | +123.7% | +5,967.5% | -5,843.8% | -5.8% |
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