+296.4%
WBD vs WPM
+5,782.8%
-5,486.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.7% | +7.0% | -7.7% | -1.6% |
| 30D | +5.0% | +15.7% | -10.7% | +2.7% |
| 3M | +6.2% | +35.2% | -29.0% | +1.4% |
| 6M | +0.6% | +6.1% | -5.5% | -1.2% |
| YTD | -2.4% | +32.6% | -35.0% | -7.6% |
| 1Y | +127.7% | +46.9% | +80.8% | +111.7% |
| 3Y | +148.4% | +276.3% | -127.9% | +100.2% |
| 5Y | +4.2% | +260.0% | -255.8% | -16.4% |
| 10Y | +10.8% | +508.5% | -497.7% | -21.4% |
| All | +296.4% | +5,782.8% | -5,486.5% | +56.3% |
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