+2,837.4%
WM vs SPY
+3,091.8%
-254.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -2.4% | +0.1% | -2.4% | -2.4% |
| 3M | +0.4% | +2.0% | -1.6% | -1.2% |
| 6M | -9.5% | +13.0% | -22.5% | -16.8% |
| YTD | +0.5% | +13.5% | -13.0% | -8.0% |
| 1Y | -1.1% | +20.0% | -21.1% | -12.7% |
| 3Y | +46.0% | +77.2% | -31.2% | -1.4% |
| 5Y | +51.8% | +81.9% | -30.1% | -0.9% |
| 10Y | +307.5% | +314.1% | -6.5% | +53.6% |
| All | +2,837.4% | +3,091.8% | -254.4% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling