+154.8%
SO vs WPM
+545.0%
-390.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.3% |
| 7D | -1.1% | -3.6% | +2.5% | -0.7% |
| 30D | -3.7% | +12.5% | -16.2% | -5.2% |
| 3M | -5.9% | +40.6% | -46.5% | -9.9% |
| 6M | -7.3% | +0.5% | -7.9% | -8.0% |
| YTD | +3.1% | +29.0% | -25.9% | -1.4% |
| 1Y | -1.0% | +43.8% | -44.8% | -7.1% |
| 3Y | +43.2% | +266.3% | -223.0% | +17.0% |
| 5Y | +59.1% | +255.1% | -196.0% | +28.9% |
| All | +154.8% | +545.0% | -390.2% | +90.8% |
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