+525.4%
WPM vs BG
+166.7%
+358.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.3% |
| 7D | -0.6% | +3.1% | -3.7% | -0.9% |
| 30D | +14.4% | +10.2% | +4.2% | +13.0% |
| 3M | +37.0% | -1.7% | +38.7% | +36.9% |
| 6M | +4.1% | +1.0% | +3.1% | +3.6% |
| YTD | +31.7% | +39.9% | -8.2% | +26.2% |
| 1Y | +44.2% | +53.2% | -9.0% | +36.5% |
| 3Y | +265.5% | +16.3% | +249.2% | +254.7% |
| 5Y | +262.5% | +83.9% | +178.6% | +233.6% |
| All | +525.4% | +166.7% | +358.7% | +421.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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