+525.4%
WPM vs SFM
+271.4%
+254.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -0.6% | -10.6% | +10.1% | +0.2% |
| 30D | +14.4% | -15.5% | +29.9% | +15.6% |
| 3M | +37.0% | -17.4% | +54.4% | +38.5% |
| 6M | +4.1% | -3.4% | +7.6% | +3.8% |
| YTD | +31.7% | -8.7% | +40.4% | +31.6% |
| 1Y | +44.2% | -47.2% | +91.3% | +50.5% |
| 3Y | +265.5% | +82.7% | +182.8% | +244.5% |
| 5Y | +262.5% | +214.3% | +48.2% | +228.1% |
| All | +525.4% | +271.4% | +254.0% | +438.9% |
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