+2,912.9%
SHW vs WPM
+5,046.3%
-2,133.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.9% | -3.6% | +5.5% | +2.2% |
| 30D | +8.1% | +1.4% | +6.6% | +7.8% |
| 3M | -2.8% | -0.2% | -2.6% | -3.0% |
| 6M | +15.0% | -7.3% | +22.4% | +15.2% |
| YTD | +9.0% | +12.3% | -3.3% | +7.3% |
| 1Y | +4.5% | +24.9% | -20.4% | +1.9% |
| 3Y | +41.9% | +210.4% | -168.5% | +28.2% |
| 5Y | +10.7% | +210.4% | -199.6% | -0.7% |
| 10Y | +340.4% | +731.7% | -391.3% | +263.4% |
| All | +2,912.9% | +5,046.3% | -2,133.4% | +1,961.7% |
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