+259.5%
WPM vs SM
-13.5%
+273.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +5.7% |
| 7D | +20.8% | -22.3% | +43.1% | +21.8% |
| 30D | +3.8% | -21.4% | +25.2% | +4.5% |
| 3M | +7.4% | +1.4% | +6.0% | +6.6% |
| 6M | +4.0% | +0.1% | +3.8% | +2.8% |
| YTD | +23.0% | +59.0% | -35.9% | +15.1% |
| 1Y | +45.9% | +64.3% | -18.4% | +35.9% |
| 3Y | +242.9% | -13.1% | +256.1% | +233.9% |
| 5Y | +259.5% | -13.9% | +273.4% | +250.4% |
| All | +259.5% | -13.5% | +273.0% | +250.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling