+56.7%
BDX vs WPM
+558.4%
-501.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -2.5% | +14.4% | -17.0% | -3.8% |
| 3M | +21.4% | +37.0% | -15.6% | +17.7% |
| 6M | +10.4% | +4.1% | +6.3% | +9.4% |
| YTD | +18.8% | +31.7% | -12.9% | +14.7% |
| 1Y | +21.7% | +44.2% | -22.5% | +16.2% |
| 3Y | -10.0% | +265.5% | -275.4% | -22.5% |
| 5Y | -1.8% | +262.5% | -264.3% | -16.5% |
| All | +56.7% | +558.4% | -501.7% | +33.0% |
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