+302.9%
WM vs SYY
+94.9%
+208.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.9% | -2.8% | +1.9% | -0.2% |
| 30D | -4.3% | -5.3% | +0.9% | -3.0% |
| 3M | +0.8% | +5.1% | -4.3% | -0.5% |
| 6M | -10.8% | -5.0% | -5.8% | -10.1% |
| YTD | -0.1% | +10.7% | -10.8% | -3.6% |
| 1Y | +1.0% | +0.7% | +0.3% | -0.1% |
| 3Y | +45.1% | +24.0% | +21.0% | +34.5% |
| 5Y | +52.1% | +19.3% | +32.8% | +40.9% |
| 10Y | +302.9% | +96.4% | +206.5% | +226.5% |
| All | +302.9% | +94.9% | +208.1% | +226.5% |
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