+5,499.2%
WPM vs SM
+11.5%
+5,487.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +6.0% |
| 7D | +20.8% | -22.3% | +43.1% | +24.7% |
| 30D | +3.8% | -21.4% | +25.2% | +6.8% |
| 3M | +7.4% | +1.4% | +6.0% | +6.0% |
| 6M | +4.0% | +0.1% | +3.8% | +1.9% |
| YTD | +23.0% | +59.0% | -35.9% | +10.6% |
| 1Y | +45.9% | +64.3% | -18.4% | +30.4% |
| 3Y | +242.9% | -13.1% | +256.1% | +226.0% |
| 5Y | +259.5% | -13.9% | +273.4% | +226.7% |
| 10Y | +577.7% | +1.7% | +576.0% | +298.3% |
| All | +5,499.2% | +11.5% | +5,487.7% | +1,606.7% |
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