+678.9%
WMK vs SPY
+3,091.8%
-2,412.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -3.6% | +0.1% | -3.6% | -3.6% |
| 3M | -4.4% | +2.0% | -6.4% | -5.6% |
| 6M | +10.7% | +13.0% | -2.3% | +3.9% |
| YTD | +13.9% | +13.5% | +0.4% | +6.7% |
| 1Y | +1.6% | +20.0% | -18.4% | -7.5% |
| 3Y | +18.9% | +77.2% | -58.2% | -11.7% |
| 5Y | +38.2% | +81.9% | -43.6% | 0.0% |
| 10Y | +70.9% | +314.1% | -243.1% | -20.8% |
| All | +678.9% | +3,091.8% | -2,412.8% | +73.2% |
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