+598.1%
WPM vs SFM
+46.8%
+551.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.9% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -3.1% | -19.2% | +16.1% | -1.9% |
| 3M | -2.2% | -40.3% | +38.2% | +1.3% |
| 6M | -7.4% | -40.9% | +33.5% | -4.2% |
| YTD | +12.6% | -35.5% | +48.2% | +15.2% |
| 1Y | +22.8% | -37.4% | +60.3% | +25.9% |
| 3Y | +213.6% | +25.5% | +188.2% | +200.5% |
| 5Y | +211.2% | +113.0% | +98.2% | +183.4% |
| 10Y | +733.9% | +136.3% | +597.6% | +636.1% |
| All | +598.1% | +46.8% | +551.3% | +551.6% |
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 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