+265.5%
WPM vs BRO
-7.6%
+273.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -0.6% | -7.3% | +6.8% | -0.8% |
| 30D | +14.4% | -6.9% | +21.3% | +14.1% |
| 3M | +37.0% | +10.7% | +26.3% | +37.4% |
| 6M | +4.1% | -2.7% | +6.8% | +5.3% |
| YTD | +31.7% | -16.3% | +48.0% | +35.2% |
| 1Y | +44.2% | -29.1% | +73.3% | +51.0% |
| 3Y | +265.5% | -7.8% | +273.3% | +294.6% |
| All | +265.5% | -7.6% | +273.1% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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