+185.4%
SW vs WPM
+547.9%
-362.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +4.7% | +7.5% | -2.8% | +3.6% |
| 30D | +5.0% | -3.8% | +8.8% | +5.3% |
| 3M | -7.3% | +8.0% | -15.3% | -8.5% |
| 6M | +15.0% | +6.1% | +8.9% | +13.5% |
| YTD | +18.5% | +13.2% | +5.3% | +16.1% |
| 1Y | +27.1% | +37.9% | -10.7% | +22.2% |
| 3Y | +49.3% | +201.7% | -152.4% | +31.6% |
| 5Y | -1.6% | +240.0% | -241.7% | -15.5% |
| All | +185.4% | +547.9% | -362.5% | +121.9% |
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