+715.6%
WPM vs LBRT
+33.5%
+682.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | +1.1% | +8.3% | -7.2% | +0.7% |
| 30D | +26.4% | +6.1% | +20.2% | +25.9% |
| 3M | +20.8% | -34.8% | +55.6% | +22.9% |
| 6M | +1.1% | -24.8% | +25.9% | +2.0% |
| YTD | +32.5% | +12.2% | +20.2% | +30.9% |
| 1Y | +51.5% | +94.0% | -42.5% | +45.1% |
| 3Y | +267.0% | +31.3% | +235.7% | +254.8% |
| 5Y | +250.1% | +111.8% | +138.3% | +227.9% |
| All | +715.6% | +33.5% | +682.2% | +620.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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