+220.1%
WPM vs SFM
+23.6%
+196.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -0.9% |
| 7D | +3.1% | -7.1% | +10.2% | +3.5% |
| 30D | -1.8% | -21.4% | +19.6% | -0.9% |
| 3M | +1.0% | -40.1% | +41.1% | +3.2% |
| 6M | -5.4% | -38.0% | +32.6% | -3.7% |
| YTD | +15.9% | -36.5% | +52.4% | +17.5% |
| 1Y | +30.8% | -35.2% | +66.0% | +32.3% |
| All | +220.1% | +23.6% | +196.5% | +236.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling