+823.3%
SPYM vs WPM
+3,992.4%
-3,169.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.6% | +7.0% | -6.4% | -0.1% |
| 30D | -0.9% | +15.7% | -16.7% | -2.5% |
| 3M | +3.9% | +35.2% | -31.3% | +0.4% |
| 6M | +14.5% | +6.1% | +8.5% | +13.2% |
| YTD | +13.0% | +32.6% | -19.6% | +8.7% |
| 1Y | +19.4% | +46.9% | -27.5% | +13.4% |
| 3Y | +78.9% | +276.3% | -197.4% | +52.8% |
| 5Y | +82.3% | +260.0% | -177.7% | +55.1% |
| 10Y | +314.7% | +508.5% | -193.8% | +225.9% |
| All | +823.3% | +3,992.4% | -3,169.1% | +450.3% |
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