+6.0%
WMG vs SPY
+169.3%
-163.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | +0.2% | +0.5% | -0.3% | -0.2% |
| 30D | +7.0% | -0.9% | +7.9% | +7.8% |
| 3M | -5.9% | +3.9% | -9.8% | -8.9% |
| 6M | +2.0% | +14.5% | -12.5% | -8.6% |
| YTD | -6.8% | +12.9% | -19.7% | -15.6% |
| 1Y | -14.7% | +19.4% | -34.0% | -26.2% |
| 3Y | -8.4% | +78.5% | -86.9% | -44.6% |
| 5Y | -19.5% | +81.8% | -101.3% | -52.6% |
| All | +6.0% | +169.3% | -163.3% | -49.1% |
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