+828.4%
SPYM vs WEC
+997.3%
-168.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.1% | -1.3% | +1.4% | +0.5% |
| 3M | +2.0% | -3.9% | +6.0% | +3.3% |
| 6M | +13.1% | -8.3% | +21.4% | +16.2% |
| YTD | +13.6% | +3.1% | +10.6% | +11.6% |
| 1Y | +20.1% | +1.9% | +18.1% | +18.2% |
| 3Y | +77.6% | +41.9% | +35.6% | +51.3% |
| 5Y | +82.5% | +30.8% | +51.8% | +58.8% |
| 10Y | +317.6% | +141.9% | +175.7% | +168.9% |
| All | +828.4% | +997.3% | -168.9% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling