+328.7%
WM vs SYY
+92.1%
+236.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.4% |
| 7D | -0.5% | -4.1% | +3.6% | +0.4% |
| 30D | +13.3% | +0.3% | +13.0% | +13.1% |
| 3M | +4.4% | -6.3% | +10.7% | +5.9% |
| 6M | +10.8% | +9.7% | +1.1% | +8.0% |
| YTD | +9.1% | +9.4% | -0.4% | +5.3% |
| 1Y | +19.1% | +7.3% | +11.9% | +15.6% |
| 3Y | +45.7% | +27.6% | +18.0% | +33.8% |
| 5Y | +60.4% | +12.5% | +47.9% | +50.8% |
| 10Y | +328.7% | +87.4% | +241.3% | +250.3% |
| All | +328.7% | +92.1% | +236.7% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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