+276.3%
WPM vs SPY
+78.7%
+197.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +7.0% | +0.5% | +6.5% | +6.6% |
| 30D | +15.7% | -0.9% | +16.7% | +16.6% |
| 3M | +35.2% | +3.9% | +31.3% | +31.9% |
| 6M | +6.1% | +14.5% | -8.4% | -1.7% |
| YTD | +32.6% | +12.9% | +19.6% | +23.8% |
| 1Y | +46.9% | +19.4% | +27.5% | +33.8% |
| 3Y | +276.3% | +78.5% | +197.8% | +170.3% |
| All | +276.3% | +78.7% | +197.6% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling