+711.3%
WPM vs SM
+18.0%
+693.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -3.6% | +9.4% | -13.0% | -3.6% |
| 30D | +1.4% | -14.4% | +15.8% | +1.6% |
| 3M | -0.2% | +1.6% | -1.7% | -0.3% |
| 6M | -7.3% | +6.3% | -13.7% | -7.6% |
| YTD | +12.3% | +78.8% | -66.4% | +10.7% |
| 1Y | +24.9% | +83.1% | -58.2% | +23.0% |
| 3Y | +210.4% | -5.9% | +216.3% | +208.5% |
| 5Y | +210.4% | +4.8% | +205.5% | +208.0% |
| All | +711.3% | +18.0% | +693.3% | +698.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling