+31.2%
SRE vs WPM
+273.6%
-242.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.5% | +3.9% | -2.4% | +1.2% |
| 30D | +0.8% | +17.7% | -16.8% | -0.5% |
| 3M | -5.8% | +39.4% | -45.2% | -8.6% |
| 6M | -7.8% | +6.4% | -14.2% | -8.4% |
| YTD | -2.4% | +34.0% | -36.3% | -6.2% |
| 1Y | +8.9% | +50.5% | -41.6% | +2.6% |
| All | +31.2% | +273.6% | -242.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling