-55.9%
WPP vs SPY
+307.0%
-362.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +1.9% | +2.6% | -0.7% | -0.6% |
| 30D | +8.7% | -2.0% | +10.7% | +10.5% |
| 3M | +5.0% | -2.8% | +7.8% | +7.8% |
| 6M | +69.1% | +2.1% | +66.9% | +64.8% |
| YTD | +29.8% | +11.5% | +18.3% | +16.3% |
| 1Y | +57.1% | +13.5% | +43.7% | +38.3% |
| 3Y | -24.1% | +77.7% | -101.8% | -58.0% |
| 5Y | -52.0% | +72.6% | -124.6% | -72.7% |
| All | -55.9% | +307.0% | -362.9% | -87.1% |
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