+67.6%
SPY vs WM
+59.1%
+8.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | -5.4% | +13.1% | -18.5% | -8.3% |
| 3M | -4.1% | +3.6% | -7.7% | -5.0% |
| 6M | +0.7% | +8.1% | -7.4% | -1.8% |
| YTD | +8.7% | +8.9% | -0.2% | +5.2% |
| 1Y | +10.9% | +20.3% | -9.5% | +3.7% |
| 3Y | +75.0% | +46.2% | +28.8% | +47.5% |
| All | +67.6% | +59.1% | +8.5% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling