+23.8%
ROK vs WPM
+46.6%
-22.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -1.2% | -0.6% | -0.7% | -1.1% |
| 30D | -4.8% | +14.4% | -19.2% | -7.6% |
| 3M | -6.1% | +37.0% | -43.1% | -12.8% |
| 6M | +15.5% | +4.1% | +11.4% | +13.2% |
| YTD | +11.2% | +31.7% | -20.6% | +4.8% |
| 1Y | +23.8% | +44.2% | -20.3% | +14.5% |
| All | +23.8% | +46.6% | -22.8% | +14.5% |
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