+512.7%
WPM vs BBWI
-57.7%
+570.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.6% |
| 7D | -3.6% | -8.0% | +4.4% | -3.4% |
| 30D | +12.5% | -6.6% | +19.1% | +12.6% |
| 3M | +40.6% | -2.7% | +43.3% | +40.5% |
| 6M | +0.5% | -12.8% | +13.3% | +0.7% |
| YTD | +29.0% | -10.5% | +39.5% | +29.0% |
| 1Y | +43.8% | -35.3% | +79.2% | +44.6% |
| 3Y | +266.3% | -47.7% | +314.0% | +269.1% |
| 5Y | +255.1% | -68.9% | +324.0% | +258.8% |
| All | +512.7% | -57.7% | +570.3% | +454.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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