+828.4%
SPYM vs WWD
+2,935.7%
-2,107.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +0.1% | -7.2% | +7.2% | +2.0% |
| 3M | +2.0% | -3.8% | +5.9% | +2.5% |
| 6M | +13.1% | -9.9% | +23.0% | +15.1% |
| YTD | +13.6% | +14.8% | -1.2% | +7.7% |
| 1Y | +20.1% | +42.1% | -22.0% | +6.8% |
| 3Y | +77.6% | +170.8% | -93.2% | +30.0% |
| 5Y | +82.5% | +197.5% | -115.0% | +28.2% |
| 10Y | +317.6% | +477.8% | -160.2% | +131.5% |
| All | +828.4% | +2,935.7% | -2,107.2% | +230.4% |
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 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