+1,196.2%
WM vs SPXU
-100.0%
+1,296.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.6% |
| 7D | +1.2% | +0.5% | +0.7% | +1.4% |
| 30D | +13.7% | +10.9% | +2.8% | +16.3% |
| 3M | +5.2% | +9.6% | -4.4% | +7.5% |
| 6M | +11.2% | -4.7% | +15.9% | +10.5% |
| YTD | +9.4% | -24.6% | +34.0% | +3.9% |
| 1Y | +20.4% | -24.7% | +45.1% | +14.4% |
| 3Y | +44.7% | -80.0% | +124.7% | +7.2% |
| 5Y | +58.5% | -83.5% | +142.0% | +22.9% |
| 10Y | +326.4% | -99.5% | +425.8% | +77.3% |
| All | +1,196.2% | -100.0% | +1,296.2% | +135.3% |
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