+2,947.4%
SPY vs WM
+3,150.5%
-203.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.7% |
| 7D | -4.7% | +4.5% | -9.2% | -5.9% |
| 30D | -5.9% | +16.1% | -22.0% | -9.8% |
| 3M | -4.5% | +8.0% | -12.6% | -6.8% |
| 6M | +1.8% | +8.4% | -6.6% | -1.0% |
| YTD | +8.3% | +11.2% | -2.9% | +4.3% |
| 1Y | +9.3% | +22.3% | -13.0% | +2.5% |
| 3Y | +74.9% | +50.2% | +24.6% | +53.6% |
| 5Y | +67.3% | +63.3% | +4.0% | +43.1% |
| 10Y | +311.6% | +355.0% | -43.5% | +171.1% |
| All | +2,947.4% | +3,150.5% | -203.2% | +1,366.3% |
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