+57.4%
WMK vs SPY
+308.5%
-251.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -0.4% | +3.3% | -3.7% | -1.6% |
| 30D | +6.5% | -2.7% | +9.2% | +7.6% |
| 3M | +10.0% | -1.7% | +11.7% | +10.6% |
| 6M | +15.2% | +3.1% | +12.1% | +13.5% |
| YTD | +24.9% | +11.9% | +13.0% | +18.9% |
| 1Y | +21.6% | +12.0% | +9.6% | +15.6% |
| 3Y | +34.8% | +78.2% | -43.4% | +4.1% |
| 5Y | +34.9% | +73.2% | -38.3% | +4.2% |
| All | +57.4% | +308.5% | -251.1% | -23.0% |
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