+72.1%
WMK vs SPY
+315.0%
-242.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +9.9% | -3.3% | +13.3% | +11.3% |
| 3M | +6.6% | -2.4% | +9.1% | +7.6% |
| 6M | +14.3% | +2.6% | +11.8% | +12.9% |
| YTD | +27.0% | +11.2% | +15.7% | +21.2% |
| 1Y | +26.7% | +13.4% | +13.3% | +19.8% |
| 3Y | +35.4% | +79.9% | -44.5% | +4.0% |
| 5Y | +39.8% | +72.2% | -32.4% | +8.2% |
| 10Y | +72.1% | +307.3% | -235.2% | -14.4% |
| All | +72.1% | +315.0% | -242.9% | -14.4% |
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