+512.7%
WPM vs SBAC
+83.0%
+429.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.8% | -2.9% |
| 7D | -3.6% | -5.3% | +1.7% | -2.2% |
| 30D | +12.5% | +0.4% | +12.1% | +12.4% |
| 3M | +40.6% | -11.9% | +52.5% | +44.8% |
| 6M | +0.5% | -4.5% | +5.0% | +0.5% |
| YTD | +29.0% | -4.3% | +33.4% | +28.6% |
| 1Y | +43.8% | -3.9% | +47.7% | +43.0% |
| 3Y | +266.3% | -11.0% | +277.3% | +268.0% |
| 5Y | +255.1% | -44.1% | +299.2% | +302.4% |
| All | +512.7% | +83.0% | +429.6% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling