+308.3%
SPYM vs WM
+339.4%
-31.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.2% |
| 7D | -2.7% | +1.2% | -3.9% | -3.3% |
| 30D | -5.4% | +13.1% | -18.4% | -10.8% |
| 3M | -4.1% | +3.6% | -7.7% | -6.0% |
| 6M | +0.8% | +8.1% | -7.3% | -3.9% |
| YTD | +8.8% | +8.9% | -0.1% | +2.7% |
| 1Y | +11.0% | +20.3% | -9.4% | -0.6% |
| 3Y | +75.5% | +46.2% | +29.3% | +37.1% |
| 5Y | +68.4% | +59.9% | +8.5% | +22.8% |
| All | +308.3% | +339.4% | -31.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling