-5.1%
SAP vs WPM
+21.9%
-27.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | -3.6% | +4.2% | +1.0% |
| 30D | +6.5% | +1.4% | +5.1% | +6.1% |
| 3M | +12.2% | -0.2% | +12.4% | +12.0% |
| 6M | +46.1% | -7.3% | +53.4% | +46.6% |
| YTD | -1.6% | +12.3% | -14.0% | -5.3% |
| 1Y | -5.1% | +24.9% | -30.0% | -12.2% |
| All | -5.1% | +21.9% | -27.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling