+271.8%
WPM vs BIDU
-33.9%
+305.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +3.9% | -2.4% | +6.3% | +4.2% |
| 30D | +17.7% | -16.0% | +33.6% | +20.6% |
| 3M | +39.4% | -24.0% | +63.4% | +44.9% |
| 6M | +6.4% | -24.9% | +31.3% | +11.2% |
| YTD | +34.0% | -29.6% | +63.5% | +40.6% |
| 1Y | +50.5% | -15.2% | +65.7% | +53.3% |
| All | +271.8% | -33.9% | +305.6% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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