+1.5%
SMR vs WPM
+260.0%
-258.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -3.2% |
| 7D | +4.7% | -3.6% | +8.3% | +7.3% |
| 30D | +3.2% | +12.5% | -9.2% | -4.3% |
| 3M | +9.9% | +40.6% | -30.7% | -12.0% |
| 6M | -15.1% | +0.5% | -15.7% | -15.8% |
| YTD | -27.9% | +29.0% | -57.0% | -38.8% |
| 1Y | -70.2% | +43.8% | -114.1% | -76.2% |
| 3Y | +72.5% | +266.3% | -193.8% | -17.1% |
| All | +1.5% | +260.0% | -258.5% | -51.5% |
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