+5,895.2%
WPM vs SNY
+139.7%
+5,755.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -0.6% | -3.3% | +2.8% | +0.8% |
| 30D | +14.4% | -2.2% | +16.6% | +15.5% |
| 3M | +37.0% | -3.0% | +40.0% | +38.4% |
| 6M | +4.1% | +2.7% | +1.4% | +2.6% |
| YTD | +31.7% | -6.8% | +38.6% | +34.8% |
| 1Y | +44.2% | -5.3% | +49.4% | +46.0% |
| 3Y | +265.5% | -9.8% | +275.3% | +262.9% |
| 5Y | +262.5% | +9.7% | +252.8% | +222.6% |
| 10Y | +539.8% | +64.5% | +475.3% | +344.5% |
| All | +5,895.2% | +139.7% | +5,755.5% | +2,925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling