+52.6%
SN vs WPM
+46.9%
+5.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.1% | +7.0% | -6.9% | -1.3% |
| 30D | -5.6% | +15.7% | -21.3% | -8.6% |
| 3M | +48.1% | +35.2% | +12.9% | +38.1% |
| 6M | +57.6% | +6.1% | +51.5% | +52.9% |
| YTD | +56.5% | +32.6% | +23.9% | +45.3% |
| 1Y | +52.6% | +46.9% | +5.6% | +38.3% |
| All | +52.6% | +46.9% | +5.7% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling