+2,767.8%
WAB vs WPM
+5,967.5%
-3,199.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -4.4% | +26.4% | -30.8% | -8.0% |
| 3M | +7.9% | +20.8% | -13.0% | +4.2% |
| 6M | +8.7% | +1.1% | +7.6% | +7.6% |
| YTD | +33.0% | +32.5% | +0.5% | +25.8% |
| 1Y | +46.7% | +51.5% | -4.9% | +35.5% |
| 3Y | +153.0% | +267.0% | -114.0% | +101.6% |
| 5Y | +222.3% | +250.1% | -27.9% | +155.2% |
| 10Y | +291.0% | +540.4% | -249.4% | +166.9% |
| All | +2,767.8% | +5,967.5% | -3,199.7% | +1,035.8% |
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