+314.7%
SPY vs WPM
+558.4%
-243.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -1.1% | +14.4% | -15.5% | -2.6% |
| 3M | +3.9% | +37.0% | -33.1% | 0.0% |
| 6M | +13.6% | +4.1% | +9.5% | +12.3% |
| YTD | +12.7% | +31.7% | -19.0% | +8.3% |
| 1Y | +17.5% | +44.2% | -26.7% | +11.6% |
| 3Y | +76.9% | +265.5% | -188.6% | +50.4% |
| 5Y | +83.6% | +262.5% | -178.9% | +54.2% |
| All | +314.7% | +558.4% | -243.7% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling