+292.2%
WAB vs WPM
+558.4%
-266.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -4.1% | +14.4% | -18.5% | -5.5% |
| 3M | +8.2% | +37.0% | -28.8% | +4.4% |
| 6M | +15.4% | +4.1% | +11.3% | +14.2% |
| YTD | +33.1% | +31.7% | +1.4% | +28.6% |
| 1Y | +48.1% | +44.2% | +3.9% | +41.6% |
| 3Y | +167.7% | +265.5% | -97.8% | +134.5% |
| 5Y | +225.7% | +262.5% | -36.8% | +181.8% |
| All | +292.2% | +558.4% | -266.2% | +242.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling