+1,090.5%
WM vs SPXU
-100.0%
+1,190.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | +0.8% | -3.2% | -2.2% |
| 3M | +0.4% | -4.7% | +5.1% | -0.4% |
| 6M | -9.5% | -29.6% | +20.1% | -15.6% |
| YTD | +0.5% | -29.9% | +30.4% | -6.2% |
| 1Y | -1.1% | -39.1% | +38.0% | -10.2% |
| 3Y | +46.0% | -80.0% | +126.0% | +8.6% |
| 5Y | +51.8% | -86.0% | +137.9% | +13.4% |
| 10Y | +307.5% | -99.5% | +407.0% | +66.8% |
| All | +1,090.5% | -100.0% | +1,190.5% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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