+266.3%
WPM vs BIDU
-42.3%
+308.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | +3.9% | -2.4% | +6.3% | +4.2% |
| 30D | +17.7% | -16.0% | +33.6% | +20.5% |
| 3M | +39.4% | -24.0% | +63.4% | +44.6% |
| 6M | +6.4% | -24.9% | +31.3% | +10.7% |
| YTD | +34.0% | -29.6% | +63.5% | +40.1% |
| 1Y | +50.5% | -15.2% | +65.7% | +52.4% |
| 3Y | +280.3% | -32.2% | +312.5% | +288.7% |
| 5Y | +266.3% | -43.8% | +310.1% | +267.4% |
| All | +266.3% | -42.3% | +308.6% | +267.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling