+314.6%
SPYM vs WU
-39.5%
+354.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -5.0% | +3.0% | -0.5% |
| 30D | -1.6% | -2.3% | +0.6% | -1.1% |
| 3M | +4.7% | -3.2% | +8.0% | +4.2% |
| 6M | +12.6% | -25.0% | +37.6% | +21.3% |
| YTD | +11.8% | -21.7% | +33.4% | +18.3% |
| 1Y | +17.5% | -9.0% | +26.5% | +17.3% |
| 3Y | +77.0% | -28.9% | +105.8% | +88.1% |
| 5Y | +82.6% | -51.0% | +133.6% | +120.1% |
| All | +314.6% | -39.5% | +354.0% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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