+276.3%
WPM vs SM
-2.8%
+279.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.2% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | +15.7% | +31.5% | -15.8% | +16.6% |
| 3M | +35.2% | +17.3% | +17.9% | +36.0% |
| 6M | +6.1% | +48.5% | -42.4% | +5.8% |
| YTD | +32.6% | +106.3% | -73.7% | +29.5% |
| 1Y | +46.9% | +47.3% | -0.4% | +45.6% |
| 3Y | +276.3% | -1.4% | +277.7% | +273.9% |
| All | +276.3% | -2.8% | +279.1% | +273.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling