+834.0%
SPY vs WPM
+5,060.0%
-4,226.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | -2.7% | -3.1% | +0.4% | -2.5% |
| 3M | -1.7% | -2.2% | +0.4% | -1.9% |
| 6M | +3.1% | -7.4% | +10.5% | +3.3% |
| YTD | +11.9% | +12.6% | -0.8% | +8.8% |
| 1Y | +12.0% | +22.8% | -10.9% | +7.6% |
| 3Y | +78.2% | +213.6% | -135.5% | +50.7% |
| 5Y | +73.2% | +211.2% | -137.9% | +45.1% |
| 10Y | +309.6% | +733.9% | -424.2% | +194.1% |
| All | +834.0% | +5,060.0% | -4,226.0% | +367.4% |
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