+30.8%
WPM vs ADVB
-73.0%
+103.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.7% | -0.8% |
| 7D | +3.1% | +10.5% | -7.4% | +3.0% |
| 30D | -1.8% | -56.0% | +54.2% | -1.5% |
| 3M | +1.0% | -70.1% | +71.1% | +1.3% |
| 6M | -5.4% | -53.7% | +48.2% | -8.0% |
| YTD | +15.9% | -60.3% | +76.2% | +12.1% |
| 1Y | +30.8% | -73.1% | +104.0% | +40.9% |
| All | +30.8% | -73.0% | +103.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling