+45.9%
ROK vs WPM
+252.7%
-206.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.5% |
| 7D | -1.6% | -3.6% | +2.0% | -1.0% |
| 30D | -5.4% | +12.5% | -17.9% | -7.6% |
| 3M | -4.0% | +40.6% | -44.6% | -10.2% |
| 6M | +13.3% | +0.5% | +12.8% | +12.0% |
| YTD | +9.3% | +29.0% | -19.7% | +3.5% |
| 1Y | +25.8% | +43.8% | -18.0% | +16.6% |
| 3Y | +49.1% | +266.3% | -217.2% | +13.0% |
| 5Y | +45.9% | +255.1% | -209.3% | +3.6% |
| All | +45.9% | +252.7% | -206.8% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling