+5,933.7%
WPM vs SPYG
+1,225.8%
+4,707.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +7.0% | +1.2% | +5.8% | +6.1% |
| 30D | +15.7% | -1.6% | +17.3% | +17.1% |
| 3M | +35.2% | +3.4% | +31.9% | +32.2% |
| 6M | +6.1% | +18.9% | -12.8% | -5.6% |
| YTD | +32.6% | +13.8% | +18.8% | +21.7% |
| 1Y | +46.9% | +20.6% | +26.3% | +29.2% |
| 3Y | +276.3% | +100.5% | +175.8% | +120.3% |
| 5Y | +260.0% | +84.6% | +175.4% | +116.5% |
| 10Y | +508.5% | +410.8% | +97.7% | +28.1% |
| All | +5,933.7% | +1,225.8% | +4,707.9% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling