+17.5%
SPYM vs WEC
+0.7%
+16.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.7% |
| 7D | -2.0% | -1.3% | -0.7% | -2.1% |
| 30D | -1.6% | -0.4% | -1.2% | -1.6% |
| 3M | +4.7% | -6.8% | +11.5% | +4.1% |
| 6M | +12.6% | -6.4% | +19.0% | +12.1% |
| YTD | +11.8% | +2.5% | +9.3% | +11.9% |
| 1Y | +17.5% | -0.4% | +17.9% | +18.1% |
| All | +17.5% | +0.7% | +16.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling