+265.5%
WPM vs SNY
-9.6%
+275.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -0.6% | -3.3% | +2.8% | -0.1% |
| 30D | +14.4% | -2.2% | +16.6% | +14.8% |
| 3M | +37.0% | -3.0% | +40.0% | +37.4% |
| 6M | +4.1% | +2.7% | +1.4% | +3.9% |
| YTD | +31.7% | -6.8% | +38.6% | +32.9% |
| 1Y | +44.2% | -5.3% | +49.4% | +45.1% |
| 3Y | +265.5% | -9.8% | +275.3% | +269.9% |
| All | +265.5% | -9.6% | +275.1% | +269.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling