+412.9%
WPM vs BAH
+1,074.5%
-661.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.4% |
| 7D | +20.8% | -1.5% | +22.3% | +21.0% |
| 30D | +3.8% | +17.3% | -13.4% | +1.5% |
| 3M | +7.4% | +14.9% | -7.5% | +5.2% |
| 6M | +4.0% | +14.2% | -10.3% | +1.5% |
| YTD | +23.0% | +5.1% | +17.9% | +20.6% |
| 1Y | +45.9% | +2.1% | +43.9% | +43.5% |
| 3Y | +242.9% | -26.0% | +268.9% | +246.8% |
| 5Y | +259.5% | +9.0% | +250.6% | +235.2% |
| 10Y | +577.7% | +208.8% | +368.9% | +400.8% |
| All | +412.9% | +1,074.5% | -661.6% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling