-8.5%
BX vs WPM
+38.8%
-47.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.0% | -5.7% | +3.9% |
| 7D | +8.3% | +3.9% | +4.4% | +7.3% |
| 30D | +13.5% | -3.5% | +17.0% | +13.9% |
| 3M | -7.6% | +14.1% | -21.7% | -10.2% |
| 6M | +4.0% | +6.2% | -2.2% | +2.2% |
| YTD | -15.2% | +12.4% | -27.6% | -17.3% |
| 1Y | -8.5% | +40.0% | -48.4% | -13.4% |
| All | -8.5% | +38.8% | -47.3% | -13.4% |
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