-8.1%
BROS vs WPM
+212.1%
-220.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -11.2% | -3.1% | -8.1% | -10.9% |
| 3M | -33.9% | -2.2% | -31.8% | -34.1% |
| 6M | -33.5% | -7.4% | -26.1% | -33.2% |
| YTD | -44.9% | +12.6% | -57.6% | -47.7% |
| 1Y | -41.5% | +22.8% | -64.3% | -45.6% |
| 3Y | +22.4% | +213.6% | -191.2% | -17.1% |
| 5Y | -45.7% | +211.2% | -256.9% | -66.8% |
| All | -8.1% | +212.1% | -220.2% | -44.8% |
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 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