+255.1%
WPM vs SPYG
+82.6%
+172.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.3% |
| 7D | -3.6% | -1.8% | -1.8% | -2.7% |
| 30D | +12.5% | -1.9% | +14.4% | +13.6% |
| 3M | +40.6% | +5.2% | +35.5% | +37.4% |
| 6M | +0.5% | +15.6% | -15.0% | -5.1% |
| YTD | +29.0% | +12.4% | +16.6% | +23.1% |
| 1Y | +43.8% | +17.5% | +26.4% | +34.8% |
| 3Y | +266.3% | +98.1% | +168.2% | +173.8% |
| 5Y | +255.1% | +84.9% | +170.2% | +154.6% |
| All | +255.1% | +82.6% | +172.5% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling