+262.5%
WPM vs SPY
+81.8%
+180.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +7.0% | +0.5% | +6.5% | +6.7% |
| 30D | +15.7% | -0.9% | +16.7% | +16.5% |
| 3M | +35.2% | +3.9% | +31.3% | +32.3% |
| 6M | +6.1% | +14.5% | -8.4% | -1.4% |
| YTD | +32.6% | +12.9% | +19.6% | +24.3% |
| 1Y | +46.9% | +19.4% | +27.5% | +33.8% |
| 3Y | +276.3% | +78.5% | +197.8% | +171.2% |
| All | +262.5% | +81.8% | +180.6% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling