+322.9%
SPYM vs WMB
+315.8%
+7.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | -1.4% | +4.6% | -6.0% | -2.8% |
| 3M | +3.7% | +5.7% | -2.0% | +1.6% |
| 6M | +13.0% | +4.2% | +8.9% | +10.9% |
| YTD | +12.5% | +26.8% | -14.4% | +3.5% |
| 1Y | +18.6% | +34.7% | -16.1% | +6.8% |
| 3Y | +78.0% | +146.8% | -68.8% | +30.7% |
| 5Y | +82.3% | +285.0% | -202.7% | +15.5% |
| 10Y | +322.9% | +313.2% | +9.7% | +144.3% |
| All | +322.9% | +315.8% | +7.0% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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