+139.0%
SN vs WPM
+33.8%
+105.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -0.3% |
| 7D | +7.6% | +16.4% | -8.8% | +4.3% |
| 30D | +22.4% | -1.5% | +23.9% | +22.4% |
| 3M | +21.7% | +2.6% | +19.1% | +19.7% |
| 6M | +102.8% | -1.3% | +104.2% | +100.6% |
| YTD | +102.4% | +16.8% | +85.6% | +85.0% |
| 1Y | +139.0% | +34.1% | +104.9% | +105.6% |
| All | +139.0% | +33.8% | +105.2% | +105.6% |
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