+811.4%
SPYM vs WAB
+2,230.8%
-1,419.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +2.6% | +5.1% | -2.5% | +1.0% |
| 30D | -2.0% | +4.0% | -6.0% | -3.3% |
| 3M | -2.8% | +0.1% | -2.9% | -3.0% |
| 6M | +2.2% | +12.8% | -10.6% | -2.2% |
| YTD | +11.5% | +40.1% | -28.5% | -0.6% |
| 1Y | +13.5% | +46.4% | -32.9% | -0.3% |
| 3Y | +78.0% | +167.4% | -89.3% | +28.7% |
| 5Y | +73.1% | +215.0% | -141.9% | +18.1% |
| 10Y | +310.9% | +269.2% | +41.7% | +148.5% |
| All | +811.4% | +2,230.8% | -1,419.4% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 all: compounded portfolio wealth divided by compounded WAB 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…
all analysis · Full analysis span regression · 6 months rolling