+755.0%
SW vs WPM
+1,288.1%
-533.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.3% |
| 7D | -5.1% | +1.1% | -6.2% | -5.2% |
| 30D | -4.6% | +26.4% | -30.9% | -6.0% |
| 3M | +9.4% | +20.8% | -11.4% | +8.0% |
| 6M | +3.5% | +1.1% | +2.4% | +3.1% |
| YTD | +22.0% | +32.5% | -10.4% | +19.8% |
| 1Y | +2.2% | +51.5% | -49.3% | -0.4% |
| 3Y | +19.6% | +267.0% | -247.4% | +11.4% |
| 5Y | -2.3% | +250.1% | -252.5% | -9.4% |
| 10Y | +181.4% | +540.4% | -359.0% | +152.1% |
| All | +755.0% | +1,288.1% | -533.1% | +637.3% |
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