+82.3%
SPYM vs W
-63.0%
+145.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.6% | +6.5% | -5.9% | -0.2% |
| 30D | -0.9% | -6.2% | +5.3% | -0.3% |
| 3M | +3.9% | +48.9% | -45.0% | -1.9% |
| 6M | +14.5% | +31.2% | -16.6% | +9.2% |
| YTD | +13.0% | -0.4% | +13.4% | +10.8% |
| 1Y | +19.4% | +14.8% | +4.6% | +14.2% |
| 3Y | +78.9% | +40.5% | +38.4% | +57.2% |
| 5Y | +82.3% | -62.1% | +144.5% | +66.7% |
| All | +82.3% | -63.0% | +145.3% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling