+642.9%
WDC vs SPYM
+309.8%
+333.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.4% |
| 7D | +12.1% | +2.6% | +9.5% | +8.1% |
| 30D | -18.8% | -2.0% | -16.8% | -14.7% |
| 3M | -39.3% | -2.8% | -36.5% | -35.6% |
| 6M | -40.1% | +2.2% | -42.3% | -40.1% |
| YTD | +71.8% | +11.5% | +60.3% | +52.6% |
| 1Y | +88.5% | +13.5% | +75.0% | +64.1% |
| 3Y | +770.0% | +78.0% | +692.0% | +304.9% |
| 5Y | +549.0% | +73.1% | +475.9% | +220.0% |
| All | +642.9% | +309.8% | +333.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling