+75.8%
SPYM vs WSM
+226.4%
-150.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -1.6% | -10.7% | +9.1% | +0.2% |
| 3M | +4.7% | +8.5% | -3.7% | +3.2% |
| 6M | +12.6% | +19.6% | -7.1% | +8.8% |
| YTD | +11.8% | +26.6% | -14.8% | +6.9% |
| 1Y | +17.5% | +12.0% | +5.6% | +14.5% |
| All | +75.8% | +226.4% | -150.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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