+811.4%
SPYM vs WWD
+2,792.2%
-1,980.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.6% | +4.0% | -1.4% | +1.5% |
| 30D | -2.0% | +0.4% | -2.4% | -2.3% |
| 3M | -2.8% | -7.9% | +5.1% | -0.9% |
| 6M | +2.2% | -10.6% | +12.8% | +4.3% |
| YTD | +11.5% | +9.4% | +2.1% | +6.9% |
| 1Y | +13.5% | +25.7% | -12.2% | +4.3% |
| 3Y | +78.0% | +148.5% | -70.5% | +33.2% |
| 5Y | +73.1% | +189.5% | -116.4% | +22.3% |
| 10Y | +310.9% | +451.8% | -140.9% | +130.2% |
| All | +811.4% | +2,792.2% | -1,980.8% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling