+5,026.9%
WPM vs SPY
+826.9%
+4,200.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | -0.5% | +3.3% | -3.8% | -2.9% |
| 30D | -3.1% | -2.7% | -0.4% | -0.9% |
| 3M | -2.2% | -1.7% | -0.4% | -0.5% |
| 6M | -7.4% | +3.1% | -10.5% | -8.8% |
| YTD | +12.6% | +11.9% | +0.8% | +4.7% |
| 1Y | +22.8% | +12.0% | +10.9% | +14.3% |
| 3Y | +213.6% | +78.2% | +135.5% | +101.3% |
| 5Y | +211.2% | +73.2% | +137.9% | +100.6% |
| 10Y | +733.9% | +309.6% | +424.2% | +132.4% |
| All | +5,026.9% | +826.9% | +4,200.0% | +479.3% |
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 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