+222.9%
WAB vs WPM
+261.4%
-38.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +0.2% | +3.9% | -3.6% | -0.4% |
| 30D | -4.6% | +17.7% | -22.2% | -7.4% |
| 3M | +5.6% | +39.4% | -33.8% | -0.9% |
| 6M | +13.8% | +6.4% | +7.4% | +11.4% |
| YTD | +31.9% | +34.0% | -2.1% | +23.4% |
| 1Y | +48.3% | +50.5% | -2.3% | +35.5% |
| 3Y | +167.1% | +280.3% | -113.2% | +99.4% |
| 5Y | +222.9% | +266.3% | -43.5% | +130.9% |
| All | +222.9% | +261.4% | -38.5% | +130.9% |
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