+40.0%
WPM vs SFM
-35.8%
+75.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +12.0% |
| 7D | +3.9% | -12.3% | +16.2% | +3.5% |
| 30D | -3.5% | -16.2% | +12.7% | -4.1% |
| 3M | +14.1% | -36.8% | +50.9% | +11.2% |
| 6M | +6.2% | -32.6% | +38.8% | +4.5% |
| YTD | +12.4% | -31.7% | +44.1% | +10.2% |
| 1Y | +40.0% | -35.0% | +75.0% | +38.6% |
| All | +40.0% | -35.8% | +75.8% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling