+828.4%
SPYM vs WM
+1,136.0%
-307.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.1% | -2.4% | +2.4% | +1.1% |
| 3M | +2.0% | +0.4% | +1.6% | +1.2% |
| 6M | +13.1% | -9.5% | +22.5% | +17.2% |
| YTD | +13.6% | +0.5% | +13.1% | +11.9% |
| 1Y | +20.1% | -1.1% | +21.2% | +18.6% |
| 3Y | +77.6% | +46.0% | +31.5% | +42.3% |
| 5Y | +82.5% | +51.8% | +30.7% | +42.0% |
| 10Y | +317.6% | +307.5% | +10.1% | +101.2% |
| All | +828.4% | +1,136.0% | -307.6% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling