+12.1%
SPYM vs WMB
+18.2%
-6.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +3.3% | +8.1% | -4.8% | +3.0% |
| 30D | -2.6% | -6.9% | +4.2% | -2.8% |
| 3M | -1.7% | -5.1% | +3.4% | -1.9% |
| 6M | +3.1% | -5.7% | +8.8% | +2.7% |
| YTD | +12.0% | +18.1% | -6.1% | +10.2% |
| 1Y | +12.1% | +18.4% | -6.3% | +10.3% |
| All | +12.1% | +18.2% | -6.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling