+2,767.1%
SHW vs WPM
+5,967.5%
-3,200.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | -9.5% | +26.4% | -35.9% | -11.3% |
| 3M | +11.5% | +20.8% | -9.4% | +9.5% |
| 6M | -3.5% | +1.1% | -4.7% | -4.0% |
| YTD | +3.7% | +32.5% | -28.7% | +0.9% |
| 1Y | -7.9% | +51.5% | -59.4% | -11.5% |
| 3Y | +24.7% | +267.0% | -242.3% | +11.3% |
| 5Y | +13.6% | +250.1% | -236.5% | +1.0% |
| 10Y | +283.0% | +540.4% | -257.4% | +220.5% |
| All | +2,767.1% | +5,967.5% | -3,200.4% | +1,839.1% |
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