+266.3%
WPM vs BWA
+89.5%
+176.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +17.7% | -5.6% | +23.2% | +19.1% |
| 3M | +39.4% | -10.7% | +50.1% | +42.8% |
| 6M | +6.4% | +23.2% | -16.7% | +2.3% |
| YTD | +34.0% | +46.0% | -12.0% | +24.2% |
| 1Y | +50.5% | +51.2% | -0.7% | +38.6% |
| 3Y | +280.3% | +69.6% | +210.7% | +238.7% |
| 5Y | +266.3% | +86.6% | +179.7% | +202.6% |
| All | +266.3% | +89.5% | +176.9% | +202.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling