+51.5%
WPM vs SM
+36.8%
+14.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.0% |
| 30D | +26.4% | +25.6% | +0.8% | +31.5% |
| 3M | +20.8% | +8.0% | +12.8% | +23.3% |
| 6M | +1.1% | +50.8% | -49.7% | +5.0% |
| YTD | +32.5% | +97.9% | -65.4% | +34.8% |
| 1Y | +51.5% | +33.8% | +17.7% | +46.3% |
| All | +51.5% | +36.8% | +14.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling