+44.2%
WPM vs SNY
-4.5%
+48.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -0.6% | -3.3% | +2.8% | +0.3% |
| 30D | +14.4% | -2.2% | +16.6% | +15.3% |
| 3M | +37.0% | -3.0% | +40.0% | +37.7% |
| 6M | +4.1% | +2.7% | +1.4% | +4.0% |
| YTD | +31.7% | -6.8% | +38.6% | +35.0% |
| 1Y | +44.2% | -5.3% | +49.4% | +47.8% |
| All | +44.2% | -4.5% | +48.7% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling