+348.5%
ROK vs WPM
+558.4%
-209.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | -1.2% | -0.6% | -0.7% | -1.2% |
| 30D | -4.8% | +14.4% | -19.2% | -6.5% |
| 3M | -6.1% | +37.0% | -43.1% | -9.9% |
| 6M | +15.5% | +4.1% | +11.4% | +14.1% |
| YTD | +11.2% | +31.7% | -20.6% | +6.9% |
| 1Y | +23.8% | +44.2% | -20.3% | +17.8% |
| 3Y | +53.1% | +265.5% | -212.4% | +30.4% |
| 5Y | +48.3% | +262.5% | -214.2% | +24.5% |
| All | +348.5% | +558.4% | -209.9% | +276.1% |
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