-17.0%
MWH vs SPY
+10.9%
-27.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.7% |
| 7D | +3.6% | +0.5% | +3.0% | +2.3% |
| 30D | -11.6% | -0.9% | -10.7% | -9.8% |
| 3M | -22.7% | +3.9% | -26.5% | -28.1% |
| 6M | -5.1% | +14.5% | -19.6% | -23.1% |
| All | -17.0% | +10.9% | -27.9% | -31.5% |
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