+818.1%
SPYM vs WMB
+911.3%
-93.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | -2.4% | -7.1% | +4.7% | -0.8% |
| 3M | -1.1% | -4.0% | +2.9% | -0.5% |
| 6M | +3.3% | -5.7% | +9.0% | +4.1% |
| YTD | +12.4% | +17.2% | -4.8% | +7.0% |
| 1Y | +12.5% | +17.2% | -4.7% | +7.1% |
| 3Y | +79.1% | +121.1% | -41.9% | +44.2% |
| 5Y | +75.7% | +197.2% | -121.5% | +30.6% |
| 10Y | +313.9% | +280.9% | +32.9% | +174.8% |
| All | +818.1% | +911.3% | -93.2% | +279.3% |
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 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