+260.0%
WPM vs BAH
-2.8%
+262.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +7.0% | -4.3% | +11.4% | +7.3% |
| 30D | +15.7% | -4.5% | +20.2% | +16.0% |
| 3M | +35.2% | -7.6% | +42.8% | +35.7% |
| 6M | +6.1% | -10.6% | +16.7% | +6.6% |
| YTD | +32.6% | -12.6% | +45.1% | +32.8% |
| 1Y | +46.9% | -27.0% | +73.9% | +49.6% |
| 3Y | +276.3% | -31.5% | +307.8% | +273.3% |
| 5Y | +260.0% | -3.8% | +263.8% | +232.3% |
| All | +260.0% | -2.8% | +262.8% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling