+455.3%
SN vs WPM
+233.4%
+222.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.0% |
| 7D | +7.6% | +20.8% | -13.2% | +4.2% |
| 30D | +24.1% | +3.8% | +20.3% | +23.0% |
| 3M | +23.7% | +7.4% | +16.3% | +21.3% |
| 6M | +105.5% | +4.0% | +101.6% | +101.7% |
| YTD | +105.1% | +23.0% | +82.1% | +94.4% |
| 1Y | +148.3% | +45.9% | +102.3% | +129.4% |
| 3Y | +438.7% | +242.9% | +195.7% | +305.0% |
| All | +455.3% | +233.4% | +222.0% | +315.5% |
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 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