+374.7%
WPM vs AMBA
+837.3%
-462.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +1.1% | -11.0% | +12.0% | +2.0% |
| 30D | +26.4% | -23.2% | +49.5% | +29.0% |
| 3M | +20.8% | -12.7% | +33.5% | +21.2% |
| 6M | +1.1% | +11.2% | -10.1% | -0.9% |
| YTD | +32.5% | -11.2% | +43.7% | +31.8% |
| 1Y | +51.5% | -22.5% | +74.1% | +51.6% |
| 3Y | +267.0% | -1.3% | +268.3% | +252.9% |
| 5Y | +250.1% | -54.2% | +304.3% | +241.6% |
| 10Y | +540.4% | -6.1% | +546.5% | +471.0% |
| All | +374.7% | +837.3% | -462.6% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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