+730.4%
SW vs WPM
+1,086.4%
-356.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +4.7% | +7.5% | -2.8% | +4.2% |
| 30D | +5.0% | -3.8% | +8.8% | +5.2% |
| 3M | -7.3% | +8.0% | -15.3% | -7.9% |
| 6M | +15.0% | +6.1% | +8.9% | +14.3% |
| YTD | +18.5% | +13.2% | +5.3% | +17.4% |
| 1Y | +27.1% | +37.9% | -10.7% | +24.7% |
| 3Y | +49.3% | +201.7% | -152.4% | +40.5% |
| 5Y | -1.6% | +240.0% | -241.7% | -8.4% |
| 10Y | +185.4% | +531.0% | -345.6% | +156.9% |
| All | +730.4% | +1,086.4% | -356.1% | +622.1% |
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 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