+18.6%
SPYM vs WMB
+35.6%
-17.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | -1.4% | +4.6% | -6.0% | -1.4% |
| 3M | +3.7% | +5.7% | -2.0% | +3.5% |
| 6M | +13.0% | +4.2% | +8.9% | +12.7% |
| YTD | +12.5% | +26.8% | -14.4% | +11.0% |
| 1Y | +18.6% | +34.7% | -16.1% | +18.4% |
| All | +18.6% | +35.6% | -17.0% | +18.4% |
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