+80.4%
BAC vs WPM
+5,535.3%
-5,454.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.6% |
| 7D | +2.0% | +20.8% | -18.8% | -0.6% |
| 30D | -6.9% | +3.8% | -10.8% | -7.5% |
| 3M | -19.6% | +7.4% | -27.0% | -20.6% |
| 6M | -0.5% | +4.0% | -4.4% | -1.8% |
| YTD | -6.6% | +23.0% | -29.6% | -10.6% |
| 1Y | -3.0% | +45.9% | -48.9% | -9.2% |
| 3Y | +97.3% | +242.9% | -145.6% | +62.2% |
| 5Y | +21.9% | +259.5% | -237.6% | -1.8% |
| 10Y | +251.7% | +577.7% | -326.1% | +144.5% |
| All | +80.4% | +5,535.3% | -5,454.9% | -23.4% |
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