+234.5%
WPM vs SAN
+298.8%
-64.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.9% | -5.4% |
| 7D | +16.4% | +10.8% | +5.6% | +12.6% |
| 30D | -1.5% | -5.7% | +4.3% | +0.4% |
| 3M | +2.6% | -13.4% | +16.0% | +7.3% |
| 6M | -1.3% | +3.5% | -4.9% | -2.0% |
| YTD | +16.8% | +9.7% | +7.0% | +13.7% |
| 1Y | +34.1% | +20.9% | +13.3% | +27.5% |
| 3Y | +225.1% | +254.3% | -29.2% | +138.2% |
| 5Y | +234.5% | +304.2% | -69.7% | +112.4% |
| All | +234.5% | +298.8% | -64.3% | +112.4% |
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 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