+177.2%
WTM vs SPY
+315.0%
-137.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +9.5% | -3.3% | +12.8% | +11.2% |
| 3M | +5.0% | -2.4% | +7.4% | +6.1% |
| 6M | +6.0% | +2.6% | +3.4% | +4.4% |
| YTD | +8.6% | +11.2% | -2.6% | +2.7% |
| 1Y | +18.3% | +13.4% | +4.9% | +10.7% |
| 3Y | +51.9% | +79.9% | -28.0% | +11.9% |
| 5Y | +103.9% | +72.2% | +31.7% | +52.2% |
| 10Y | +177.2% | +307.3% | -130.1% | +30.7% |
| All | +177.2% | +315.0% | -137.8% | +30.7% |
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