+73.1%
SPYM vs W
-55.8%
+128.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -2.0% | +6.8% | -8.8% | -2.9% |
| 3M | -2.8% | +10.7% | -13.5% | -4.2% |
| 6M | +2.2% | +86.3% | -84.2% | -6.5% |
| YTD | +11.5% | +11.5% | +0.1% | +7.7% |
| 1Y | +13.5% | +5.1% | +8.4% | +10.1% |
| 3Y | +78.0% | +171.0% | -93.0% | +45.0% |
| All | +73.1% | -55.8% | +128.9% | +52.6% |
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