+120.2%
BKR vs WPM
+558.4%
-438.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -7.0% | -0.6% | -6.4% | -6.9% |
| 30D | -8.1% | +14.4% | -22.5% | -10.3% |
| 3M | -6.6% | +37.0% | -43.6% | -11.9% |
| 6M | +0.9% | +4.1% | -3.3% | -0.8% |
| YTD | +31.1% | +31.7% | -0.6% | +23.3% |
| 1Y | +27.7% | +44.2% | -16.5% | +17.8% |
| 3Y | +71.2% | +265.5% | -194.3% | +31.9% |
| 5Y | +177.6% | +262.5% | -84.9% | +110.5% |
| All | +120.2% | +558.4% | -438.2% | +59.6% |
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