+265.4%
WPM vs SNY
+9.4%
+255.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -0.6% | -3.3% | +2.8% | +0.2% |
| 30D | +14.4% | -2.2% | +16.6% | +15.0% |
| 3M | +37.0% | -3.0% | +40.0% | +37.7% |
| 6M | +4.1% | +2.7% | +1.4% | +3.5% |
| YTD | +31.7% | -6.8% | +38.6% | +33.5% |
| 1Y | +44.2% | -5.3% | +49.4% | +45.4% |
| 3Y | +265.5% | -9.8% | +275.3% | +267.3% |
| All | +265.4% | +9.4% | +255.9% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling