+75.2%
SPY vs WPM
+225.5%
-150.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -0.9% | +3.1% | -4.0% | -1.4% |
| 30D | -2.4% | -1.8% | -0.5% | -2.3% |
| 3M | -1.2% | +1.0% | -2.2% | -1.8% |
| 6M | +3.3% | -5.4% | +8.7% | +3.2% |
| YTD | +12.3% | +15.9% | -3.6% | +7.7% |
| 1Y | +12.4% | +30.8% | -18.4% | +5.7% |
| 3Y | +78.8% | +222.6% | -143.8% | +39.5% |
| 5Y | +75.2% | +227.4% | -152.2% | +36.8% |
| All | +75.2% | +225.5% | -150.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling