+78.8%
SPYM vs W
+160.9%
-82.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +3.3% | -1.7% | +5.0% | +3.5% |
| 30D | -2.6% | +3.2% | -5.9% | -3.1% |
| 3M | -1.7% | +8.3% | -10.0% | -2.9% |
| 6M | +3.1% | +84.3% | -81.2% | -5.5% |
| YTD | +12.0% | +11.0% | +1.0% | +8.2% |
| 1Y | +12.1% | -0.2% | +12.3% | +9.5% |
| All | +78.8% | +160.9% | -82.1% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling