+1,239.7%
WPP vs SPY
+3,091.8%
-1,852.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.8% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +22.9% | +0.1% | +22.8% | +22.9% |
| 3M | +40.1% | +2.0% | +38.1% | +37.0% |
| 6M | +51.8% | +13.0% | +38.8% | +33.6% |
| YTD | +15.9% | +13.5% | +2.4% | +1.9% |
| 1Y | -0.8% | +20.0% | -20.7% | -17.5% |
| 3Y | -38.5% | +77.2% | -115.7% | -66.2% |
| 5Y | -53.0% | +81.9% | -134.9% | -74.9% |
| 10Y | -65.0% | +314.1% | -379.1% | -91.9% |
| All | +1,239.7% | +3,091.8% | -1,852.1% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling