+5,013.3%
WPM vs BWA
+418.7%
+4,594.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.6% | +4.3% | -7.8% | -4.7% |
| 30D | +1.4% | -13.0% | +14.5% | +5.5% |
| 3M | -0.2% | -24.8% | +24.6% | +7.9% |
| 6M | -7.3% | -23.5% | +16.2% | -0.2% |
| YTD | +12.3% | +13.8% | -1.5% | +7.6% |
| 1Y | +24.9% | +13.4% | +11.5% | +19.7% |
| 3Y | +210.4% | +62.8% | +147.6% | +162.8% |
| 5Y | +210.4% | +28.5% | +181.9% | +172.0% |
| 10Y | +731.7% | +95.4% | +636.3% | +463.3% |
| All | +5,013.3% | +418.7% | +4,594.6% | +1,813.3% |
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