-0.1%
SW vs WPM
+239.3%
-239.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.0% | -7.9% | +1.9% |
| 7D | +12.1% | +3.9% | +8.2% | +11.1% |
| 30D | +6.6% | -3.5% | +10.1% | +7.0% |
| 3M | -6.0% | +14.1% | -20.1% | -8.8% |
| 6M | +21.5% | +6.2% | +15.2% | +19.1% |
| YTD | +20.3% | +12.4% | +7.9% | +16.8% |
| 1Y | +28.1% | +40.0% | -11.8% | +21.0% |
| 3Y | +51.6% | +199.6% | -148.0% | +24.9% |
| All | -0.1% | +239.3% | -239.4% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling