-0.5%
WMTI vs SPY
+14.9%
-15.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -6.8% | +0.1% | -6.8% | -6.8% |
| 3M | -12.1% | +2.0% | -14.1% | -11.8% |
| 6M | -18.0% | +13.0% | -31.0% | -19.9% |
| YTD | -9.4% | +13.5% | -23.0% | -11.4% |
| All | -0.5% | +14.9% | -15.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling