+720.9%
WPM vs SFM
+132.6%
+588.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.3% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | +26.4% | -4.4% | +30.7% | +26.7% |
| 3M | +20.8% | +1.5% | +19.3% | +20.4% |
| 6M | +1.1% | +6.5% | -5.4% | 0.0% |
| YTD | +32.5% | +2.2% | +30.3% | +31.3% |
| 1Y | +51.5% | -41.9% | +93.4% | +57.5% |
| 3Y | +267.0% | +106.8% | +160.3% | +239.6% |
| 5Y | +250.1% | +231.6% | +18.6% | +209.3% |
| 10Y | +540.4% | +258.4% | +281.9% | +449.0% |
| All | +720.9% | +132.6% | +588.3% | +642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling