+849.7%
WMS vs SPY
+375.5%
+474.2%
-53.6%
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% | +1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -9.1% | +0.1% | -9.2% | -9.1% |
| 3M | +3.6% | +2.0% | +1.6% | +1.2% |
| 6M | -15.5% | +13.0% | -28.5% | -27.2% |
| YTD | -5.9% | +13.5% | -19.4% | -19.5% |
| 1Y | -5.3% | +20.0% | -25.2% | -24.6% |
| 3Y | +5.8% | +77.2% | -71.4% | -48.7% |
| 5Y | +19.4% | +81.9% | -62.5% | -42.6% |
| 10Y | +553.4% | +314.1% | +239.4% | +21.0% |
| All | +849.7% | +375.5% | +474.2% | +52.5% |
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 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