-0.7%
WMTI vs SPY
+14.0%
-14.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.4% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | -9.4% | -1.1% | -8.4% | -9.5% |
| 3M | -14.6% | +3.9% | -18.5% | -14.4% |
| 6M | -15.2% | +13.6% | -28.8% | -16.9% |
| YTD | -9.6% | +12.7% | -22.2% | -11.6% |
| All | -0.7% | +14.0% | -14.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling