+53.9%
WM vs SYY
+18.7%
+35.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | -0.3% | -2.3% | +2.0% | +0.2% |
| 30D | -2.4% | -4.9% | +2.6% | -1.2% |
| 3M | +0.4% | +8.4% | -8.0% | -1.4% |
| 6M | -9.5% | -7.4% | -2.1% | -8.1% |
| YTD | +0.5% | +11.0% | -10.5% | -3.1% |
| 1Y | -1.1% | -0.2% | -0.9% | -1.9% |
| 3Y | +46.0% | +23.8% | +22.3% | +35.0% |
| All | +53.9% | +18.7% | +35.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling