+5,174.0%
WPM vs BWA
+422.4%
+4,751.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | +3.1% | +1.7% | +1.4% | +2.6% |
| 30D | -1.8% | -14.6% | +12.8% | +2.6% |
| 3M | +1.0% | -26.2% | +27.2% | +9.8% |
| 6M | -5.4% | -18.4% | +13.0% | -0.1% |
| YTD | +15.9% | +14.7% | +1.2% | +10.7% |
| 1Y | +30.8% | +13.3% | +17.5% | +25.4% |
| 3Y | +222.6% | +64.7% | +157.9% | +172.3% |
| 5Y | +227.4% | +32.2% | +195.2% | +184.6% |
| 10Y | +757.8% | +96.8% | +661.0% | +479.8% |
| All | +5,174.0% | +422.4% | +4,751.5% | +1,869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling