+5,928.6%
WPM vs SPY
+840.6%
+5,088.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +26.4% | +0.1% | +26.3% | +26.4% |
| 3M | +20.8% | +2.0% | +18.8% | +19.5% |
| 6M | +1.1% | +13.0% | -11.9% | -7.0% |
| YTD | +32.5% | +13.5% | +18.9% | +21.5% |
| 1Y | +51.5% | +20.0% | +31.6% | +33.3% |
| 3Y | +267.0% | +77.2% | +189.8% | +135.7% |
| 5Y | +250.1% | +81.9% | +168.2% | +116.4% |
| 10Y | +540.4% | +314.1% | +226.3% | +77.0% |
| All | +5,928.6% | +840.6% | +5,088.0% | +571.9% |
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