+79.3%
SPYM vs WEC
+62.7%
+16.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -2.4% | +12.0% | -14.3% | -2.8% |
| 3M | -1.1% | +11.1% | -12.2% | -1.5% |
| 6M | +3.3% | +6.0% | -2.7% | +3.0% |
| YTD | +12.4% | +14.3% | -1.9% | +11.4% |
| 1Y | +12.5% | +8.0% | +4.5% | +12.1% |
| All | +79.3% | +62.7% | +16.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling