+549.0%
SO vs WPM
+5,967.5%
-5,418.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.7% |
| 7D | -0.2% | +1.1% | -1.2% | -0.2% |
| 30D | -4.6% | +26.4% | -30.9% | -6.2% |
| 3M | -3.0% | +20.8% | -23.9% | -4.6% |
| 6M | -8.3% | +1.1% | -9.4% | -8.8% |
| YTD | +3.5% | +32.5% | -28.9% | +0.7% |
| 1Y | -0.9% | +51.5% | -52.5% | -4.8% |
| 3Y | +45.4% | +267.0% | -221.7% | +30.3% |
| 5Y | +59.6% | +250.1% | -190.5% | +42.7% |
| 10Y | +156.6% | +540.4% | -383.8% | +116.9% |
| All | +549.0% | +5,967.5% | -5,418.5% | +335.4% |
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