+44.2%
WPM vs SPYG
+17.9%
+26.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.2% |
| 7D | -0.6% | -0.9% | +0.3% | +0.5% |
| 30D | +14.4% | -1.5% | +15.9% | +16.4% |
| 3M | +37.0% | +3.7% | +33.2% | +31.5% |
| 6M | +4.1% | +16.4% | -12.3% | -9.2% |
| YTD | +31.7% | +13.3% | +18.4% | +16.4% |
| 1Y | +44.2% | +17.9% | +26.3% | +21.8% |
| All | +44.2% | +17.9% | +26.3% | +21.8% |
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