-65.6%
WPP vs SPY
+318.9%
-384.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -4.4% | -2.0% | -2.4% | -2.5% |
| 30D | -8.4% | -1.7% | -6.7% | -6.8% |
| 3M | +35.2% | +4.7% | +30.5% | +28.9% |
| 6M | +49.3% | +12.5% | +36.8% | +32.5% |
| YTD | +13.4% | +11.7% | +1.7% | +1.7% |
| 1Y | -3.2% | +17.5% | -20.6% | -17.3% |
| 3Y | -38.8% | +76.6% | -115.3% | -65.8% |
| 5Y | -52.7% | +82.0% | -134.8% | -74.4% |
| All | -65.6% | +318.9% | -384.5% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling