-52.5%
WPP vs SPY
+80.9%
-133.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +3.4% | -0.4% | +3.8% | +3.8% |
| 30D | -6.7% | -1.4% | -5.4% | -5.5% |
| 3M | +33.5% | +3.7% | +29.8% | +28.9% |
| 6M | +45.4% | +13.0% | +32.4% | +29.6% |
| YTD | +13.9% | +12.4% | +1.5% | +2.3% |
| 1Y | -4.2% | +18.5% | -22.7% | -17.9% |
| 3Y | -38.5% | +77.6% | -116.1% | -64.8% |
| All | -52.5% | +80.9% | -133.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling