+512.7%
WPM vs SAN
+347.0%
+165.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.6% |
| 7D | -3.6% | -2.8% | -0.8% | -3.1% |
| 30D | +12.5% | -0.5% | +13.0% | +12.6% |
| 3M | +40.6% | +22.7% | +17.9% | +36.2% |
| 6M | +0.5% | +28.8% | -28.2% | -3.1% |
| YTD | +29.0% | +26.3% | +2.8% | +24.4% |
| 1Y | +43.8% | +48.8% | -5.0% | +35.9% |
| 3Y | +266.3% | +347.2% | -80.9% | +204.6% |
| 5Y | +255.1% | +383.8% | -128.7% | +187.3% |
| All | +512.7% | +347.0% | +165.7% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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