+276.3%
WPM vs SFM
+96.9%
+179.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.4% |
| 7D | +7.0% | -5.8% | +12.8% | +7.3% |
| 30D | +15.7% | -11.4% | +27.1% | +16.3% |
| 3M | +35.2% | -12.2% | +47.4% | +35.8% |
| 6M | +6.1% | -5.2% | +11.2% | +5.9% |
| YTD | +32.6% | -4.5% | +37.0% | +32.1% |
| 1Y | +46.9% | -45.4% | +92.3% | +56.9% |
| 3Y | +276.3% | +91.1% | +185.2% | +260.1% |
| All | +276.3% | +96.9% | +179.4% | +260.1% |
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