+596.9%
WMS vs SPY
+315.0%
+281.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +2.3% |
| 7D | -5.7% | +0.1% | -5.8% | -5.1% |
| 30D | +4.1% | -3.3% | +7.5% | +9.6% |
| 3M | -8.9% | -2.4% | -6.4% | -5.2% |
| 6M | -8.2% | +2.6% | -10.8% | -10.3% |
| YTD | -9.2% | +11.2% | -20.4% | -19.8% |
| 1Y | -11.0% | +13.4% | -24.4% | -23.4% |
| 3Y | +19.7% | +79.9% | -60.2% | -43.3% |
| 5Y | +1.2% | +72.2% | -71.0% | -48.1% |
| 10Y | +596.9% | +307.3% | +289.6% | +33.0% |
| All | +596.9% | +315.0% | +281.9% | +33.0% |
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