+512.7%
WPM vs BB
-0.1%
+512.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.5% |
| 7D | -3.6% | -2.1% | -1.5% | -3.5% |
| 30D | +12.5% | -16.0% | +28.5% | +13.7% |
| 3M | +40.6% | -14.5% | +55.1% | +41.4% |
| 6M | +0.5% | +118.6% | -118.0% | -4.8% |
| YTD | +29.0% | +98.9% | -69.9% | +22.9% |
| 1Y | +43.8% | +99.5% | -55.7% | +36.6% |
| 3Y | +266.3% | +65.4% | +200.9% | +245.1% |
| 5Y | +255.1% | -27.6% | +282.7% | +236.9% |
| All | +512.7% | -0.1% | +512.8% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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