+3,150.5%
WM vs SPY
+2,945.2%
+205.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +3.9% |
| 7D | +4.5% | -4.7% | +9.2% | +7.5% |
| 30D | +16.1% | -5.9% | +22.0% | +20.2% |
| 3M | +8.0% | -4.5% | +12.6% | +10.8% |
| 6M | +8.4% | +1.8% | +6.6% | +6.3% |
| YTD | +11.2% | +8.3% | +2.9% | +4.5% |
| 1Y | +22.3% | +9.3% | +13.0% | +14.1% |
| 3Y | +50.2% | +74.9% | -24.6% | +2.0% |
| 5Y | +63.3% | +67.3% | -4.0% | +12.0% |
| 10Y | +355.0% | +311.6% | +43.5% | +71.3% |
| All | +3,150.5% | +2,945.2% | +205.3% | +361.8% |
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