+664.6%
SAP vs WPM
+5,236.6%
-4,572.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.6% |
| 7D | -0.7% | +16.9% | -17.6% | -3.1% |
| 30D | +11.1% | +2.0% | +9.1% | +10.5% |
| 3M | +17.0% | +8.9% | +8.1% | +14.9% |
| 6M | +34.8% | +1.6% | +33.3% | +33.1% |
| YTD | -2.2% | +16.5% | -18.7% | -6.4% |
| 1Y | -6.4% | +42.2% | -48.6% | -13.4% |
| 3Y | +75.1% | +213.3% | -138.2% | +40.5% |
| 5Y | +69.8% | +249.9% | -180.1% | +32.3% |
| 10Y | +219.8% | +549.4% | -329.5% | +117.1% |
| All | +664.6% | +5,236.6% | -4,572.0% | +204.2% |
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 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