+227.4%
WPM vs SPY
+74.6%
+152.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.7% |
| 7D | +3.1% | -0.9% | +4.0% | +3.6% |
| 30D | -1.8% | -2.4% | +0.5% | -0.1% |
| 3M | +1.0% | -1.2% | +2.2% | +2.0% |
| 6M | -5.4% | +3.3% | -8.7% | -6.7% |
| YTD | +15.9% | +12.3% | +3.6% | +9.2% |
| 1Y | +30.8% | +12.4% | +18.4% | +23.3% |
| 3Y | +222.6% | +78.8% | +143.8% | +131.5% |
| 5Y | +227.4% | +75.2% | +152.2% | +126.7% |
| All | +227.4% | +74.6% | +152.7% | +126.7% |
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