+5,174.0%
WPM vs SAN
+254.5%
+4,919.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | +3.1% | +3.4% | -0.3% | +2.0% |
| 30D | -1.8% | -6.3% | +4.4% | +0.2% |
| 3M | +1.0% | -14.1% | +15.1% | +5.8% |
| 6M | -5.4% | +4.2% | -9.6% | -6.3% |
| YTD | +15.9% | +9.0% | +6.8% | +13.0% |
| 1Y | +30.8% | +18.8% | +12.1% | +24.5% |
| 3Y | +222.6% | +252.0% | -29.4% | +120.0% |
| 5Y | +227.4% | +299.5% | -72.1% | +107.5% |
| 10Y | +757.8% | +276.7% | +481.2% | +385.0% |
| All | +5,174.0% | +254.5% | +4,919.5% | +1,712.6% |
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