+811.4%
SPYM vs WEC
+1,128.0%
-316.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +2.6% | +2.3% | +0.2% | +1.7% |
| 30D | -2.0% | +11.1% | -13.1% | -5.9% |
| 3M | -2.8% | +8.4% | -11.2% | -5.9% |
| 6M | +2.2% | +7.5% | -5.3% | -1.0% |
| YTD | +11.5% | +15.3% | -3.8% | +4.9% |
| 1Y | +13.5% | +9.7% | +3.8% | +8.8% |
| 3Y | +78.0% | +64.7% | +13.4% | +43.4% |
| 5Y | +73.1% | +57.3% | +15.9% | +40.3% |
| 10Y | +310.9% | +195.9% | +115.0% | +143.9% |
| All | +811.4% | +1,128.0% | -316.6% | +167.0% |
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