+3,017.7%
SPY vs WM
+3,098.1%
-80.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | +1.2% | -1.7% | -0.9% |
| 30D | -3.7% | +13.7% | -17.4% | -7.1% |
| 3M | -2.7% | +5.2% | -8.0% | -4.3% |
| 6M | +2.2% | +11.2% | -9.0% | -1.3% |
| YTD | +10.8% | +9.4% | +1.4% | +7.2% |
| 1Y | +11.2% | +20.4% | -9.2% | +4.7% |
| 3Y | +76.5% | +44.7% | +31.8% | +56.6% |
| 5Y | +72.9% | +58.5% | +14.5% | +49.1% |
| 10Y | +304.8% | +326.4% | -21.5% | +170.9% |
| All | +3,017.7% | +3,098.1% | -80.4% | +1,406.6% |
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