+5,928.6%
WPM vs SAN
+318.9%
+5,609.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | +26.4% | +2.0% | +24.4% | +25.7% |
| 3M | +20.8% | +19.7% | +1.1% | +14.7% |
| 6M | +1.1% | +30.6% | -29.5% | -6.3% |
| YTD | +32.5% | +28.8% | +3.6% | +22.8% |
| 1Y | +51.5% | +57.8% | -6.2% | +32.5% |
| 3Y | +267.0% | +338.1% | -71.1% | +133.8% |
| 5Y | +250.1% | +384.2% | -134.1% | +108.3% |
| 10Y | +540.4% | +353.1% | +187.2% | +241.5% |
| All | +5,928.6% | +318.9% | +5,609.8% | +1,869.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling