+43.1%
UWM vs SPY
+19.4%
+23.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | +0.5% |
| 7D | +2.8% | +0.5% | +2.2% | +1.4% |
| 30D | -5.0% | -0.9% | -4.0% | -2.8% |
| 3M | +6.2% | +3.9% | +2.3% | -3.2% |
| 6M | +33.3% | +14.5% | +18.7% | -3.7% |
| YTD | +36.2% | +12.9% | +23.3% | +2.2% |
| 1Y | +43.1% | +19.4% | +23.8% | -7.7% |
| All | +43.1% | +19.4% | +23.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling