+336.4%
WM vs SPY
+312.9%
+23.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +1.2% | -2.7% | +3.9% | +2.6% |
| 30D | +13.1% | -5.4% | +18.5% | +16.2% |
| 3M | +3.6% | -4.1% | +7.7% | +5.6% |
| 6M | +8.1% | +0.7% | +7.4% | +6.8% |
| YTD | +8.9% | +8.7% | +0.2% | +2.8% |
| 1Y | +20.3% | +10.9% | +9.5% | +12.1% |
| 3Y | +46.2% | +75.0% | -28.8% | +0.8% |
| 5Y | +59.9% | +67.8% | -7.9% | +11.8% |
| All | +336.4% | +312.9% | +23.6% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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