+617.4%
WPM vs LBRT
-22.5%
+639.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +2.7% |
| 7D | +16.9% | -29.1% | +46.1% | +18.5% |
| 30D | +2.0% | -38.4% | +40.3% | +4.0% |
| 3M | +8.9% | -40.1% | +49.0% | +11.1% |
| 6M | +1.6% | -62.9% | +64.5% | +5.7% |
| YTD | +16.5% | -34.5% | +51.0% | +17.6% |
| 1Y | +42.2% | -30.2% | +72.4% | +43.1% |
| 3Y | +213.3% | -37.5% | +250.8% | +213.4% |
| 5Y | +249.9% | +7.6% | +242.3% | +237.2% |
| All | +617.4% | -22.5% | +639.8% | +547.8% |
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