-11.4%
MWH vs SPY
+9.3%
-20.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +1.9% |
| 7D | +14.2% | +0.1% | +14.1% | +14.3% |
| 30D | +4.5% | -3.3% | +7.9% | +12.8% |
| 3M | -5.6% | -2.4% | -3.2% | +0.3% |
| 6M | -36.4% | +2.6% | -39.0% | -38.2% |
| All | -11.4% | +9.3% | -20.6% | -23.8% |
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