+82.3%
SPYM vs WEC
+30.7%
+51.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | +3.7% | -5.3% | +9.1% | +4.8% |
| 6M | +13.0% | -6.6% | +19.6% | +14.4% |
| YTD | +12.5% | +3.3% | +9.2% | +11.0% |
| 1Y | +18.6% | +2.1% | +16.6% | +17.3% |
| 3Y | +78.0% | +39.6% | +38.5% | +60.2% |
| 5Y | +82.3% | +31.2% | +51.1% | +65.4% |
| All | +82.3% | +30.7% | +51.6% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling