+736.8%
WPM vs SFM
+133.2%
+603.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.0% |
| 7D | +3.1% | -7.1% | +10.2% | +3.7% |
| 30D | -1.8% | -21.4% | +19.6% | -0.3% |
| 3M | +1.0% | -40.1% | +41.1% | +4.6% |
| 6M | -5.4% | -38.0% | +32.6% | -2.6% |
| YTD | +15.9% | -36.5% | +52.4% | +18.6% |
| 1Y | +30.8% | -35.2% | +66.0% | +33.6% |
| 3Y | +222.6% | +23.5% | +199.2% | +208.8% |
| 5Y | +227.4% | +109.7% | +117.7% | +197.6% |
| All | +736.8% | +133.2% | +603.6% | +642.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling