+312.2%
SPYM vs WM
+337.2%
-25.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | -3.3% | +13.3% | -16.6% | -8.9% |
| 3M | -2.4% | +4.4% | -6.8% | -4.7% |
| 6M | +2.6% | +10.8% | -8.2% | -3.2% |
| YTD | +11.3% | +9.1% | +2.2% | +5.1% |
| 1Y | +13.5% | +19.1% | -5.7% | +2.2% |
| 3Y | +80.3% | +45.7% | +34.6% | +41.2% |
| 5Y | +72.7% | +60.4% | +12.3% | +25.7% |
| 10Y | +312.2% | +328.7% | -16.5% | +86.8% |
| All | +312.2% | +337.2% | -25.0% | +86.8% |
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