-18.2%
MWH vs SPY
+11.5%
-29.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.2% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | -9.3% | +0.1% | -9.3% | -9.2% |
| 3M | -29.1% | +2.0% | -31.1% | -31.9% |
| 6M | -14.9% | +13.0% | -28.0% | -30.0% |
| All | -18.2% | +11.5% | -29.8% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling