-42.6%
BROS vs WPM
+210.4%
-253.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +6.3% | -3.6% | +9.9% | +7.3% |
| 30D | -8.3% | +1.4% | -9.8% | -8.9% |
| 3M | -29.8% | -0.2% | -29.6% | -30.3% |
| 6M | -25.8% | -7.3% | -18.5% | -25.6% |
| YTD | -41.4% | +12.3% | -53.7% | -44.9% |
| 1Y | -35.2% | +24.9% | -60.1% | -41.1% |
| 3Y | +32.8% | +210.4% | -177.6% | -18.2% |
| All | -42.6% | +210.4% | -253.0% | -58.8% |
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