+2,099.9%
WPM vs BUD
+201.1%
+1,898.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +26.4% | -5.7% | +32.0% | +28.4% |
| 3M | +20.8% | +3.1% | +17.7% | +19.4% |
| 6M | +1.1% | +7.9% | -6.8% | -1.5% |
| YTD | +32.5% | +27.3% | +5.1% | +22.9% |
| 1Y | +51.5% | +37.8% | +13.7% | +37.1% |
| 3Y | +267.0% | +49.8% | +217.2% | +221.6% |
| 5Y | +250.1% | +43.8% | +206.3% | +205.3% |
| 10Y | +540.4% | -22.6% | +563.0% | +565.8% |
| All | +2,099.9% | +201.1% | +1,898.8% | +869.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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