+828.4%
SPYM vs WMB
+980.2%
-151.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +0.1% | +3.3% | -3.2% | -0.8% |
| 3M | +2.0% | +3.1% | -1.1% | +1.0% |
| 6M | +13.1% | -0.7% | +13.8% | +12.7% |
| YTD | +13.6% | +25.2% | -11.5% | +6.7% |
| 1Y | +20.1% | +32.9% | -12.8% | +10.8% |
| 3Y | +77.6% | +140.6% | -63.0% | +40.3% |
| 5Y | +82.5% | +273.5% | -190.9% | +28.6% |
| 10Y | +317.6% | +334.2% | -16.6% | +169.3% |
| All | +828.4% | +980.2% | -151.8% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling