-16.6%
BX vs WPM
+53.7%
-70.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.9% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | +0.1% | +26.4% | -26.3% | -4.0% |
| 3M | +16.0% | +20.8% | -4.8% | +11.6% |
| 6M | +21.6% | +1.1% | +20.5% | +18.6% |
| YTD | -8.9% | +32.5% | -41.4% | -13.4% |
| 1Y | -16.6% | +51.5% | -68.1% | -23.2% |
| All | -16.6% | +53.7% | -70.4% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling