+70.8%
SAP vs WPM
+246.3%
-175.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.6% |
| 7D | -0.7% | +16.9% | -17.6% | -3.4% |
| 30D | +11.1% | +2.0% | +9.1% | +10.4% |
| 3M | +17.0% | +8.9% | +8.1% | +14.6% |
| 6M | +34.8% | +1.6% | +33.3% | +33.0% |
| YTD | -2.2% | +16.5% | -18.7% | -7.7% |
| 1Y | -6.4% | +42.2% | -48.6% | -15.7% |
| 3Y | +75.1% | +213.3% | -138.2% | +24.6% |
| All | +70.8% | +246.3% | -175.5% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling