+313.9%
SPYM vs W
+224.5%
+89.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | -0.9% | -7.4% | +6.5% | 0.0% |
| 30D | -2.4% | +7.8% | -10.2% | -3.4% |
| 3M | -1.1% | +10.9% | -12.0% | -2.7% |
| 6M | +3.3% | +86.4% | -83.1% | -5.6% |
| YTD | +12.4% | +14.0% | -1.6% | +8.0% |
| 1Y | +12.5% | +3.5% | +9.0% | +9.3% |
| 3Y | +79.1% | +164.8% | -85.6% | +46.2% |
| 5Y | +75.7% | -53.1% | +128.8% | +60.3% |
| 10Y | +313.9% | +220.4% | +93.4% | +172.1% |
| All | +313.9% | +224.5% | +89.3% | +172.1% |
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