I am not a butterfly expert, but it sure looks to me like it could be a Monarch, so I am going to watch this page to see what the others say. And ... that fact that you attracted this little muchkin in the first place is evidence that you are not a failure and must be doing SOMETHING right!
I live in a condo and don"t have much room, but we do have a pond with weedy growth around it, so I am interested in learning more about growing milkweed too. I wonder if it would grow in a weedy area by a pond?