-17.0%
MWH vs SPY
+6.7%
-23.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.3% | +7.0% |
| 7D | +10.2% | -2.7% | +12.9% | +16.9% |
| 30D | -0.4% | -5.4% | +5.0% | +12.3% |
| 3M | -7.3% | -4.1% | -3.2% | +2.2% |
| 6M | -39.3% | +0.7% | -40.0% | -38.6% |
| All | -17.0% | +6.7% | -23.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling