+5,420.5%
WPM vs BIDU
+1,302.3%
+4,118.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.0% | +1.5% |
| 7D | +7.0% | -2.4% | +9.5% | +7.5% |
| 30D | +15.7% | -15.6% | +31.4% | +19.6% |
| 3M | +35.2% | -22.3% | +57.5% | +41.6% |
| 6M | +6.1% | -22.3% | +28.4% | +11.1% |
| YTD | +32.6% | -29.2% | +61.7% | +40.7% |
| 1Y | +46.9% | -14.8% | +61.7% | +48.5% |
| 3Y | +276.3% | -31.8% | +308.1% | +286.1% |
| 5Y | +260.0% | -43.1% | +303.1% | +258.0% |
| 10Y | +508.5% | -50.6% | +559.2% | +468.0% |
| All | +5,420.5% | +1,302.3% | +4,118.3% | +2,268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling