+266.3%
WPM vs SAN
+384.1%
-117.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | +17.7% | -0.1% | +17.7% | +17.7% |
| 3M | +39.4% | +19.6% | +19.8% | +32.6% |
| 6M | +6.4% | +32.7% | -26.3% | -1.2% |
| YTD | +34.0% | +26.7% | +7.3% | +25.2% |
| 1Y | +50.5% | +51.6% | -1.1% | +35.1% |
| 3Y | +280.3% | +348.7% | -68.4% | +168.7% |
| 5Y | +266.3% | +378.7% | -112.4% | +130.9% |
| All | +266.3% | +384.1% | -117.7% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling