+604.5%
SAP vs WPM
+5,967.5%
-5,363.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | +9.0% | +26.4% | -17.3% | +4.9% |
| 3M | +14.9% | +20.8% | -5.9% | +11.0% |
| 6M | +11.9% | +1.1% | +10.8% | +10.6% |
| YTD | -9.9% | +32.5% | -42.4% | -15.2% |
| 1Y | -19.5% | +51.5% | -71.1% | -26.2% |
| 3Y | +61.8% | +267.0% | -205.2% | +26.9% |
| 5Y | +56.2% | +250.1% | -194.0% | +22.0% |
| 10Y | +180.6% | +540.4% | -359.8% | +91.2% |
| All | +604.5% | +5,967.5% | -5,363.0% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling