-2.6%
SW vs WPM
+246.3%
-248.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.5% |
| 7D | +2.3% | +16.9% | -14.6% | -0.6% |
| 30D | +6.8% | +2.0% | +4.8% | +6.1% |
| 3M | -5.2% | +8.9% | -14.1% | -7.2% |
| 6M | +7.4% | +1.6% | +5.8% | +5.9% |
| YTD | +17.4% | +16.5% | +0.9% | +13.2% |
| 1Y | +27.1% | +42.2% | -15.1% | +19.5% |
| 3Y | +47.9% | +213.3% | -165.4% | +20.9% |
| All | -2.6% | +246.3% | -248.9% | -27.5% |
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 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