+82.6%
SPYM vs WWD
+187.1%
-104.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -1.6% | -6.6% | +5.0% | +0.2% |
| 3M | +4.7% | -9.3% | +14.1% | +7.0% |
| 6M | +12.6% | -13.6% | +26.2% | +16.0% |
| YTD | +11.8% | +10.4% | +1.4% | +6.2% |
| 1Y | +17.5% | +39.9% | -22.3% | +2.6% |
| 3Y | +77.0% | +165.0% | -88.1% | +20.5% |
| 5Y | +82.6% | +183.8% | -101.2% | +15.4% |
| All | +82.6% | +187.1% | -104.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling