+539.0%
BDX vs WPM
+5,972.6%
-5,433.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -4.3% | +7.0% | -11.3% | -4.8% |
| 30D | +1.3% | +15.7% | -14.5% | 0.0% |
| 3M | +20.2% | +35.2% | -15.0% | +17.2% |
| 6M | +8.6% | +6.1% | +2.5% | +7.6% |
| YTD | +19.0% | +32.6% | -13.6% | +15.5% |
| 1Y | +21.2% | +46.9% | -25.7% | +16.4% |
| 3Y | -9.7% | +276.3% | -286.0% | -20.1% |
| 5Y | -3.4% | +260.0% | -263.4% | -14.8% |
| 10Y | +53.9% | +508.5% | -454.7% | +27.9% |
| All | +539.0% | +5,972.6% | -5,433.6% | +319.0% |
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 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