+151.6%
WTM vs SPY
+312.5%
-160.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -2.8% | -1.4% | -1.4% | -2.2% |
| 3M | +2.3% | +3.7% | -1.4% | +0.4% |
| 6M | -4.5% | +13.0% | -17.5% | -10.2% |
| YTD | -1.3% | +12.4% | -13.7% | -7.0% |
| 1Y | +14.3% | +18.5% | -4.2% | +4.9% |
| 3Y | +36.0% | +77.6% | -41.6% | +1.1% |
| 5Y | +87.0% | +81.7% | +5.3% | +35.6% |
| 10Y | +151.6% | +319.7% | -168.0% | +22.2% |
| All | +151.6% | +312.5% | -160.9% | +22.2% |
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 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