+40.0%
WPM vs SPYG
+10.8%
+29.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +10.4% |
| 7D | +3.9% | -2.8% | +6.7% | +7.9% |
| 30D | -3.5% | -6.2% | +2.7% | +4.9% |
| 3M | +14.1% | -3.6% | +17.7% | +20.0% |
| 6M | +6.2% | +4.8% | +1.5% | +2.0% |
| YTD | +12.4% | +11.0% | +1.4% | +0.9% |
| 1Y | +40.0% | +11.2% | +28.7% | +25.6% |
| All | +40.0% | +10.8% | +29.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling