+5,026.9%
WPM vs SM
+25.6%
+5,001.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.0% | -3.5% |
| 7D | -0.5% | +10.6% | -11.1% | -2.0% |
| 30D | -3.1% | -15.0% | +11.9% | -1.5% |
| 3M | -2.2% | +1.7% | -3.8% | -3.4% |
| 6M | -7.4% | +5.9% | -13.3% | -10.0% |
| YTD | +12.6% | +79.0% | -66.4% | -0.5% |
| 1Y | +22.8% | +84.7% | -61.8% | +7.8% |
| 3Y | +213.6% | -3.5% | +217.1% | +193.4% |
| 5Y | +211.2% | +4.9% | +206.2% | +174.5% |
| 10Y | +733.9% | +17.7% | +716.2% | +375.8% |
| All | +5,026.9% | +25.6% | +5,001.3% | +1,434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling