-10.0%
MWH vs SPY
+9.5%
-19.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.6% |
| 7D | +8.5% | +2.6% | +5.9% | +2.9% |
| 30D | +14.4% | -2.0% | +16.4% | +19.8% |
| 3M | -15.0% | -2.8% | -12.3% | -9.1% |
| 6M | -40.5% | +2.1% | -42.7% | -41.9% |
| All | -10.0% | +9.5% | -19.5% | -23.1% |
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