+266.3%
WPM vs SBAC
-44.9%
+311.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +17.7% | +3.9% | +13.8% | +16.5% |
| 3M | +39.4% | -8.2% | +47.6% | +42.0% |
| 6M | +6.4% | -2.8% | +9.2% | +6.0% |
| YTD | +34.0% | -1.5% | +35.5% | +32.6% |
| 1Y | +50.5% | 0.0% | +50.5% | +48.1% |
| 3Y | +280.3% | -8.4% | +288.7% | +280.5% |
| 5Y | +266.3% | -43.5% | +309.9% | +331.9% |
| All | +266.3% | -44.9% | +311.3% | +331.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling