+67.9%
WMK vs SPY
+311.3%
-243.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +1.3% | +0.5% | +0.7% | +1.1% |
| 30D | -5.8% | -0.9% | -4.9% | -5.5% |
| 3M | -10.6% | +3.9% | -14.5% | -12.1% |
| 6M | +11.3% | +14.5% | -3.3% | +5.1% |
| YTD | +12.1% | +12.9% | -0.8% | +6.4% |
| 1Y | +1.7% | +19.4% | -17.7% | -5.8% |
| 3Y | +17.9% | +78.5% | -60.6% | -9.2% |
| 5Y | +37.8% | +81.8% | -43.9% | +4.0% |
| 10Y | +67.9% | +311.5% | -243.6% | -22.4% |
| All | +67.9% | +311.3% | -243.4% | -22.4% |
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