+171.3%
SAP vs WPM
+545.0%
-373.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.0% |
| 7D | -5.1% | -3.6% | -1.5% | -4.6% |
| 30D | -1.8% | +12.5% | -14.3% | -3.6% |
| 3M | +20.9% | +40.6% | -19.7% | +14.3% |
| 6M | +7.0% | +0.5% | +6.5% | +6.0% |
| YTD | -13.7% | +29.0% | -42.8% | -18.5% |
| 1Y | -19.6% | +43.8% | -63.4% | -25.7% |
| 3Y | +52.4% | +266.3% | -213.9% | +18.3% |
| 5Y | +54.4% | +255.1% | -200.7% | +18.3% |
| All | +171.3% | +545.0% | -373.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling