+76.8%
SPYM vs WMB
+114.7%
-37.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.6% |
| 7D | -0.6% | -6.9% | +6.4% | +0.6% |
| 30D | -3.7% | -7.2% | +3.5% | -2.5% |
| 3M | -2.7% | -5.4% | +2.7% | -2.1% |
| 6M | +2.2% | -4.9% | +7.1% | +2.3% |
| YTD | +10.9% | +14.7% | -3.8% | +5.4% |
| 1Y | +11.3% | +14.7% | -3.4% | +5.7% |
| 3Y | +76.8% | +116.4% | -39.5% | +46.0% |
| All | +76.8% | +114.7% | -37.9% | +46.0% |
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