+194.9%
SO vs WPM
+556.6%
-361.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.6% |
| 7D | -0.1% | +16.4% | -16.5% | -1.8% |
| 30D | +8.7% | -1.5% | +10.1% | +8.6% |
| 3M | +3.4% | +2.6% | +0.8% | +2.6% |
| 6M | +3.7% | -1.3% | +5.0% | +3.1% |
| YTD | +10.0% | +16.8% | -6.7% | +6.2% |
| 1Y | +6.6% | +34.1% | -27.5% | +0.8% |
| 3Y | +52.5% | +225.1% | -172.6% | +26.4% |
| 5Y | +76.1% | +234.5% | -158.4% | +43.7% |
| 10Y | +194.9% | +674.1% | -479.2% | +114.9% |
| All | +194.9% | +556.6% | -361.7% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling