+512.7%
WPM vs SPY
+318.9%
+193.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -3.6% | -2.0% | -1.6% | -2.7% |
| 30D | +12.5% | -1.7% | +14.1% | +13.4% |
| 3M | +40.6% | +4.7% | +35.9% | +37.9% |
| 6M | +0.5% | +12.5% | -12.0% | -3.9% |
| YTD | +29.0% | +11.7% | +17.3% | +23.8% |
| 1Y | +43.8% | +17.5% | +26.3% | +35.3% |
| 3Y | +266.3% | +76.6% | +189.7% | +191.8% |
| 5Y | +255.1% | +82.0% | +173.1% | +176.4% |
| All | +512.7% | +318.9% | +193.8% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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