+5,174.0%
WPM vs SPY
+830.2%
+4,343.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.8% |
| 7D | +3.1% | -0.9% | +4.0% | +3.7% |
| 30D | -1.8% | -2.4% | +0.5% | +0.1% |
| 3M | +1.0% | -1.2% | +2.2% | +2.2% |
| 6M | -5.4% | +3.3% | -8.7% | -7.1% |
| YTD | +15.9% | +12.3% | +3.6% | +7.4% |
| 1Y | +30.8% | +12.4% | +18.4% | +21.3% |
| 3Y | +222.6% | +78.8% | +143.8% | +106.5% |
| 5Y | +227.4% | +75.2% | +152.2% | +109.2% |
| 10Y | +757.8% | +311.1% | +446.7% | +138.4% |
| All | +5,174.0% | +830.2% | +4,343.7% | +494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling