+885.2%
WMT vs SPYM
+820.0%
+65.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.2% | -0.4% | +0.1% | -0.1% |
| 30D | -5.8% | -1.4% | -4.5% | -5.2% |
| 3M | -10.8% | +3.7% | -14.5% | -12.4% |
| 6M | -14.3% | +13.0% | -27.4% | -19.3% |
| YTD | -4.4% | +12.5% | -16.9% | -9.8% |
| 1Y | +4.3% | +18.6% | -14.3% | -4.2% |
| 3Y | +100.1% | +78.0% | +22.0% | +51.4% |
| 5Y | +130.8% | +82.3% | +48.5% | +70.9% |
| 10Y | +433.7% | +322.9% | +110.9% | +165.3% |
| All | +885.2% | +820.0% | +65.2% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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