+264.0%
SPOT vs WM
+200.5%
+63.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +12.5% | -2.4% | +14.9% | +13.1% |
| 3M | +9.9% | +0.4% | +9.5% | +9.6% |
| 6M | +1.6% | -9.5% | +11.0% | +3.9% |
| YTD | -6.6% | +0.5% | -7.1% | -6.9% |
| 1Y | -22.9% | -1.1% | -21.8% | -23.0% |
| 3Y | +244.3% | +46.0% | +198.2% | +208.0% |
| 5Y | +117.8% | +51.8% | +66.0% | +91.8% |
| All | +264.0% | +200.5% | +63.5% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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