+2,005.9%
BLK vs WPM
+6,037.2%
-4,031.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -2.7% | +3.9% | -6.5% | -3.3% |
| 30D | -4.8% | +17.7% | -22.4% | -7.4% |
| 3M | +6.5% | +39.4% | -32.9% | +0.6% |
| 6M | +13.1% | +6.4% | +6.7% | +11.1% |
| YTD | +1.8% | +34.0% | -32.2% | -4.1% |
| 1Y | -1.0% | +50.5% | -51.5% | -8.6% |
| 3Y | +66.0% | +280.3% | -214.3% | +30.5% |
| 5Y | +31.2% | +266.3% | -235.1% | +2.6% |
| 10Y | +278.5% | +550.8% | -272.3% | +158.3% |
| All | +2,005.9% | +6,037.2% | -4,031.3% | +761.5% |
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