+7.1%
WMG vs SPY
+168.7%
-161.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.0% |
| 30D | +15.1% | -1.1% | +16.2% | +16.1% |
| 3M | 0.0% | +3.9% | -3.9% | -3.2% |
| 6M | +6.1% | +13.6% | -7.5% | -4.4% |
| YTD | -5.8% | +12.7% | -18.5% | -14.5% |
| 1Y | -15.1% | +17.5% | -32.6% | -25.7% |
| 3Y | -6.9% | +76.9% | -83.8% | -43.3% |
| 5Y | -20.9% | +83.6% | -104.4% | -53.7% |
| All | +7.1% | +168.7% | -161.6% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling