+61.0%
ROK vs WPM
+214.5%
-153.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +7.1% | -3.6% | +10.6% | +7.6% |
| 30D | -5.0% | +1.4% | -6.4% | -5.4% |
| 3M | -9.4% | -0.2% | -9.2% | -9.9% |
| 6M | -11.0% | -7.3% | -3.7% | -10.8% |
| YTD | +4.4% | +12.3% | -7.9% | +2.0% |
| 1Y | +7.4% | +24.9% | -17.5% | +3.7% |
| 3Y | +61.0% | +210.4% | -149.4% | +34.6% |
| All | +61.0% | +214.5% | -153.5% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling