+21.5%
WTMF vs SPY
+699.6%
-678.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +1.9% | +0.1% | +1.9% | +1.9% |
| 3M | +2.2% | +2.0% | +0.2% | +2.0% |
| 6M | +6.2% | +13.0% | -6.8% | +5.5% |
| YTD | +10.7% | +13.5% | -2.8% | +9.9% |
| 1Y | +17.9% | +20.0% | -2.1% | +16.8% |
| 3Y | +34.4% | +77.2% | -42.8% | +31.4% |
| 5Y | +36.4% | +81.9% | -45.5% | +33.1% |
| 10Y | +44.8% | +314.1% | -269.2% | +45.0% |
| All | +21.5% | +699.6% | -678.1% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling