+78.9%
SPYM vs WMB
+148.7%
-69.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -0.9% | +7.7% | -8.6% | -2.5% |
| 3M | +3.9% | +6.7% | -2.8% | +2.1% |
| 6M | +14.5% | +3.6% | +10.9% | +13.1% |
| YTD | +13.0% | +28.0% | -15.0% | +5.3% |
| 1Y | +19.4% | +37.6% | -18.2% | +8.5% |
| 3Y | +78.9% | +149.0% | -70.2% | +38.0% |
| All | +78.9% | +148.7% | -69.9% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling