+574.5%
WMS vs SPY
+307.0%
+267.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.2% |
| 7D | +1.0% | +2.6% | -1.6% | -2.2% |
| 30D | +0.3% | -2.0% | +2.3% | +3.7% |
| 3M | -15.7% | -2.8% | -12.9% | -11.9% |
| 6M | -8.7% | +2.1% | -10.8% | -10.3% |
| YTD | -12.9% | +11.5% | -24.4% | -23.4% |
| 1Y | -14.9% | +13.5% | -28.4% | -26.7% |
| 3Y | +12.3% | +77.7% | -65.4% | -46.0% |
| 5Y | -1.3% | +72.6% | -73.9% | -49.5% |
| All | +574.5% | +307.0% | +267.5% | +26.5% |
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