+317.5%
WPM vs AMBA
+772.6%
-455.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +2.4% |
| 7D | +16.9% | -7.2% | +24.2% | +17.6% |
| 30D | +2.0% | -10.4% | +12.3% | +2.8% |
| 3M | +8.9% | -30.1% | +39.1% | +11.9% |
| 6M | +1.6% | -22.4% | +24.0% | +2.4% |
| YTD | +16.5% | -17.3% | +33.8% | +16.4% |
| 1Y | +42.2% | -35.4% | +77.6% | +44.4% |
| 3Y | +213.3% | +18.6% | +194.7% | +197.1% |
| 5Y | +249.9% | -69.8% | +319.7% | +252.3% |
| 10Y | +549.4% | +1.1% | +548.3% | +473.9% |
| All | +317.5% | +772.6% | -455.1% | +163.5% |
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