+757.8%
WPM vs BAH
+211.3%
+546.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.1% | -1.6% | +4.7% | +3.2% |
| 30D | -1.8% | +18.0% | -19.8% | -3.2% |
| 3M | +1.0% | +11.4% | -10.4% | 0.0% |
| 6M | -5.4% | +17.7% | -23.1% | -7.0% |
| YTD | +15.9% | +5.4% | +10.5% | +14.4% |
| 1Y | +30.8% | +2.8% | +28.1% | +29.4% |
| 3Y | +222.6% | -26.7% | +249.3% | +225.5% |
| 5Y | +227.4% | +8.1% | +219.3% | +211.3% |
| 10Y | +757.8% | +202.5% | +555.3% | +682.4% |
| All | +757.8% | +211.3% | +546.5% | +682.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling