+266.3%
WPM vs SM
+119.2%
+147.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +17.7% | +20.3% | -2.6% | +16.7% |
| 3M | +39.4% | +22.9% | +16.5% | +37.8% |
| 6M | +6.4% | +47.8% | -41.4% | +3.1% |
| YTD | +34.0% | +107.5% | -73.5% | +25.6% |
| 1Y | +50.5% | +51.7% | -1.2% | +44.6% |
| 3Y | +280.3% | -0.9% | +281.2% | +274.6% |
| 5Y | +266.3% | +112.2% | +154.1% | +261.0% |
| All | +266.3% | +119.2% | +147.1% | +261.0% |
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