+525.4%
WPM vs BWA
+156.8%
+368.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | -0.6% | -1.3% | +0.8% | -0.4% |
| 30D | +14.4% | -2.9% | +17.4% | +14.8% |
| 3M | +37.0% | -10.7% | +47.7% | +38.9% |
| 6M | +4.1% | +26.5% | -22.3% | +1.4% |
| YTD | +31.7% | +49.1% | -17.4% | +25.8% |
| 1Y | +44.2% | +52.1% | -7.9% | +37.4% |
| 3Y | +265.5% | +72.6% | +192.9% | +240.6% |
| 5Y | +262.5% | +89.4% | +173.1% | +231.3% |
| All | +525.4% | +156.8% | +368.6% | +506.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling