+823.3%
SPYM vs WY
+96.9%
+726.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | 0.0% |
| 7D | +0.6% | -2.1% | +2.6% | +1.3% |
| 30D | -0.9% | -10.5% | +9.6% | +2.9% |
| 3M | +3.9% | -4.9% | +8.8% | +5.2% |
| 6M | +14.5% | -4.9% | +19.5% | +15.7% |
| YTD | +13.0% | -1.7% | +14.7% | +12.3% |
| 1Y | +19.4% | -9.4% | +28.8% | +21.9% |
| 3Y | +78.9% | -22.3% | +101.2% | +89.5% |
| 5Y | +82.3% | -20.5% | +102.9% | +89.7% |
| 10Y | +314.7% | +4.9% | +309.8% | +261.8% |
| All | +823.3% | +96.9% | +726.4% | +474.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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