+6,285.3%
WDC vs SPYM
+829.4%
+5,455.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -10.0% | +0.1% | -10.0% | -10.1% |
| 3M | -18.8% | +2.0% | -20.8% | -19.7% |
| 6M | +79.0% | +13.1% | +66.0% | +55.1% |
| YTD | +171.6% | +13.6% | +157.9% | +135.1% |
| 1Y | +417.4% | +20.1% | +397.3% | +319.6% |
| 3Y | +1,251.8% | +77.6% | +1,174.2% | +572.4% |
| 5Y | +911.7% | +82.5% | +829.1% | +394.6% |
| 10Y | +1,399.6% | +317.6% | +1,082.0% | +175.6% |
| All | +6,285.3% | +829.4% | +5,455.9% | +440.8% |
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