+246.5%
BBY vs WPM
+558.4%
-311.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.9% |
| 7D | +0.6% | -0.6% | +1.1% | +0.6% |
| 30D | +9.4% | +14.4% | -5.0% | +8.0% |
| 3M | +19.3% | +37.0% | -17.6% | +15.8% |
| 6M | +47.9% | +4.1% | +43.8% | +46.6% |
| YTD | +39.6% | +31.7% | +7.8% | +34.6% |
| 1Y | +22.2% | +44.2% | -22.0% | +16.6% |
| 3Y | +45.0% | +265.5% | -220.5% | +23.9% |
| 5Y | +2.6% | +262.5% | -259.9% | -13.5% |
| All | +246.5% | +558.4% | -311.9% | +194.8% |
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 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