+5,928.6%
WPM vs SBAC
+1,320.1%
+4,608.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +26.4% | +6.9% | +19.4% | +23.2% |
| 3M | +20.8% | -8.2% | +29.1% | +23.9% |
| 6M | +1.1% | -1.6% | +2.8% | -0.4% |
| YTD | +32.5% | -0.1% | +32.6% | +29.2% |
| 1Y | +51.5% | -0.5% | +52.0% | +47.8% |
| 3Y | +267.0% | -9.1% | +276.1% | +262.8% |
| 5Y | +250.1% | -43.8% | +293.9% | +310.6% |
| 10Y | +540.4% | +80.5% | +459.8% | +325.5% |
| All | +5,928.6% | +1,320.1% | +4,608.6% | +1,544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling