+322.9%
SPYM vs W
+142.4%
+180.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.4% | +5.9% | -6.3% | -1.1% |
| 30D | -1.4% | -3.0% | +1.7% | -1.1% |
| 3M | +3.7% | +40.3% | -36.6% | -1.5% |
| 6M | +13.0% | +32.2% | -19.2% | +7.5% |
| YTD | +12.5% | -0.3% | +12.8% | +10.2% |
| 1Y | +18.6% | +16.2% | +2.5% | +13.2% |
| 3Y | +78.0% | +40.7% | +37.3% | +56.6% |
| 5Y | +82.3% | -62.3% | +144.7% | +70.9% |
| 10Y | +322.9% | +162.2% | +160.6% | +177.0% |
| All | +322.9% | +142.4% | +180.5% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling