+89.6%
BAX vs WPM
+5,967.5%
-5,877.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.2% |
| 30D | -5.5% | +26.4% | -31.8% | -7.4% |
| 3M | +33.5% | +20.8% | +12.7% | +31.1% |
| 6M | +35.9% | +1.1% | +34.7% | +35.1% |
| YTD | +35.4% | +32.5% | +2.9% | +31.6% |
| 1Y | +9.8% | +51.5% | -41.8% | +5.4% |
| 3Y | -32.7% | +267.0% | -299.7% | -40.2% |
| 5Y | -65.6% | +250.1% | -315.7% | -69.5% |
| 10Y | -34.9% | +540.4% | -575.3% | -46.0% |
| All | +89.6% | +5,967.5% | -5,877.9% | +23.1% |
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