+318.0%
SPYM vs WTW
+198.0%
+120.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -5.7% | +4.9% | +1.4% |
| 30D | -1.1% | -7.3% | +6.2% | +1.6% |
| 3M | +3.9% | +21.5% | -17.6% | -4.2% |
| 6M | +13.6% | +9.6% | +4.0% | +8.3% |
| YTD | +12.7% | -3.3% | +16.0% | +12.2% |
| 1Y | +17.6% | -6.1% | +23.7% | +18.2% |
| 3Y | +77.2% | +61.8% | +15.4% | +36.0% |
| 5Y | +84.1% | +42.7% | +41.5% | +47.9% |
| All | +318.0% | +198.0% | +120.0% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling