+3,939.7%
WDC vs SPYM
+812.4%
+3,127.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.4% |
| 7D | +12.1% | +2.6% | +9.5% | +8.6% |
| 30D | -18.8% | -2.0% | -16.8% | -15.1% |
| 3M | -39.3% | -2.8% | -36.5% | -36.0% |
| 6M | -40.1% | +2.2% | -42.3% | -40.1% |
| YTD | +71.8% | +11.5% | +60.3% | +54.9% |
| 1Y | +88.5% | +13.5% | +75.0% | +66.9% |
| 3Y | +770.0% | +78.0% | +692.0% | +338.2% |
| 5Y | +549.0% | +73.1% | +475.9% | +245.8% |
| 10Y | +650.3% | +310.9% | +339.4% | +43.2% |
| All | +3,939.7% | +812.4% | +3,127.4% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling