+22.6%
BROS vs WPM
+271.2%
-248.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -6.6% | +3.9% | -10.5% | -7.4% |
| 30D | -12.3% | +17.7% | -30.0% | -15.6% |
| 3M | -22.2% | +39.4% | -61.6% | -28.3% |
| 6M | -14.3% | +6.4% | -20.7% | -16.4% |
| YTD | -26.6% | +34.0% | -60.5% | -32.5% |
| 1Y | -31.5% | +50.5% | -82.0% | -39.1% |
| 3Y | +62.3% | +280.3% | -218.1% | +5.4% |
| All | +22.6% | +271.2% | -248.6% | -28.7% |
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