+5,013.3%
WPM vs BBWI
+220.6%
+4,792.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.4% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +1.4% | +12.9% | -11.4% | -0.1% |
| 3M | -0.2% | +16.0% | -16.2% | -2.4% |
| 6M | -7.3% | +16.6% | -23.9% | -9.8% |
| YTD | +12.3% | +9.7% | +2.6% | +9.3% |
| 1Y | +24.9% | +1.5% | +23.4% | +22.0% |
| 3Y | +210.4% | -21.4% | +231.7% | +203.0% |
| 5Y | +210.4% | -67.6% | +277.9% | +231.0% |
| 10Y | +731.7% | -46.8% | +778.5% | +676.7% |
| All | +5,013.3% | +220.6% | +4,792.7% | +2,218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling