+1,214.2%
ROK vs WPM
+5,967.5%
-4,753.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | -3.3% | +26.4% | -29.7% | -7.2% |
| 3M | -5.9% | +20.8% | -26.7% | -9.3% |
| 6M | +13.9% | +1.1% | +12.7% | +12.7% |
| YTD | +12.6% | +32.5% | -19.9% | +6.2% |
| 1Y | +28.6% | +51.5% | -22.9% | +18.3% |
| 3Y | +45.1% | +267.0% | -221.9% | +13.5% |
| 5Y | +45.6% | +250.1% | -204.6% | +13.1% |
| 10Y | +345.0% | +540.4% | -195.3% | +195.5% |
| All | +1,214.2% | +5,967.5% | -4,753.4% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling