+11.1%
SMR vs WPM
+269.9%
-258.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.1% | +15.2% | +15.2% |
| 7D | +21.4% | +7.0% | +14.4% | +16.2% |
| 30D | +13.8% | +15.7% | -1.9% | +3.6% |
| 3M | +3.9% | +35.2% | -31.3% | -14.6% |
| 6M | -4.2% | +6.1% | -10.3% | -8.0% |
| YTD | -21.1% | +32.6% | -53.7% | -34.1% |
| 1Y | -67.1% | +46.9% | -114.0% | -74.1% |
| 3Y | +88.9% | +276.3% | -187.4% | -10.8% |
| All | +11.1% | +269.9% | -258.7% | -47.9% |
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