+21.0%
WTMF vs SPY
+690.8%
-669.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | -1.9% | -2.4% | +0.5% | -1.7% |
| 3M | +1.3% | -1.2% | +2.4% | +1.3% |
| 6M | +1.9% | +3.3% | -1.4% | +1.7% |
| YTD | +10.3% | +12.3% | -2.0% | +9.5% |
| 1Y | +11.2% | +12.4% | -1.2% | +10.5% |
| 3Y | +32.0% | +78.8% | -46.8% | +29.1% |
| 5Y | +34.7% | +75.2% | -40.4% | +31.6% |
| 10Y | +46.4% | +311.1% | -264.7% | +46.7% |
| All | +21.0% | +690.8% | -669.8% | +25.5% |
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