+1.1%
WPM vs SFM
+4.2%
-3.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -0.9% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | +26.4% | -4.4% | +30.7% | +25.7% |
| 3M | +20.8% | +1.5% | +19.3% | +21.3% |
| 6M | +1.1% | +6.5% | -5.4% | 0.0% |
| All | +1.1% | +4.2% | -3.1% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling