+134.0%
BP vs WPM
+545.0%
-410.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.3% |
| 7D | +5.7% | -3.6% | +9.3% | +6.2% |
| 30D | +8.1% | +12.5% | -4.4% | +6.3% |
| 3M | +8.6% | +40.6% | -32.0% | +3.6% |
| 6M | +18.1% | +0.5% | +17.6% | +17.0% |
| YTD | +37.6% | +29.0% | +8.6% | +30.7% |
| 1Y | +39.4% | +43.8% | -4.4% | +29.7% |
| 3Y | +40.1% | +266.3% | -226.2% | +10.8% |
| 5Y | +141.3% | +255.1% | -113.8% | +89.0% |
| All | +134.0% | +545.0% | -410.9% | +67.5% |
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 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