+271.8%
WPM vs BBWI
-47.8%
+319.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +1.3% |
| 7D | +3.9% | -4.4% | +8.3% | +4.0% |
| 30D | +17.7% | -7.4% | +25.1% | +17.9% |
| 3M | +39.4% | -2.2% | +41.7% | +39.2% |
| 6M | +6.4% | -16.3% | +22.7% | +6.7% |
| YTD | +34.0% | -9.1% | +43.1% | +33.7% |
| 1Y | +50.5% | -34.5% | +85.0% | +51.2% |
| All | +271.8% | -47.8% | +319.6% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling