+5,928.6%
WPM vs BB
-68.5%
+5,997.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.1% | -5.6% | +6.7% | +1.8% |
| 30D | +26.4% | -11.8% | +38.2% | +28.0% |
| 3M | +20.8% | -25.5% | +46.4% | +24.1% |
| 6M | +1.1% | +121.3% | -120.2% | -9.1% |
| YTD | +32.5% | +103.2% | -70.7% | +20.3% |
| 1Y | +51.5% | +102.6% | -51.1% | +37.0% |
| 3Y | +267.0% | +37.5% | +229.5% | +234.7% |
| 5Y | +250.1% | -30.4% | +280.6% | +235.0% |
| 10Y | +540.4% | 0.0% | +540.4% | +397.1% |
| All | +5,928.6% | -68.5% | +5,997.2% | +5,047.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling