+264.0%
SPOT vs WPM
+741.1%
-477.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +12.5% | +26.4% | -13.9% | +7.6% |
| 3M | +9.9% | +20.8% | -10.9% | +5.5% |
| 6M | +1.6% | +1.1% | +0.4% | +0.3% |
| YTD | -6.6% | +32.5% | -39.0% | -12.8% |
| 1Y | -22.9% | +51.5% | -74.5% | -30.2% |
| 3Y | +244.3% | +267.0% | -22.7% | +161.5% |
| 5Y | +117.8% | +250.1% | -132.3% | +63.4% |
| All | +264.0% | +741.1% | -477.1% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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