+33.2%
BN vs WPM
+261.4%
-228.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | -3.0% | +3.9% | -6.9% | -3.9% |
| 30D | -13.0% | +17.7% | -30.7% | -16.8% |
| 3M | -15.2% | +39.4% | -54.7% | -22.8% |
| 6M | -5.9% | +6.4% | -12.3% | -8.6% |
| YTD | -15.8% | +34.0% | -49.8% | -24.1% |
| 1Y | -12.2% | +50.5% | -62.7% | -24.1% |
| 3Y | +72.2% | +280.3% | -208.1% | +5.6% |
| 5Y | +33.2% | +266.3% | -233.1% | -20.8% |
| All | +33.2% | +261.4% | -228.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling