-83.6%
WXM vs SPY
+19.4%
-103.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +4.1% | -0.9% | +5.1% | +4.6% |
| 3M | -8.3% | +3.9% | -12.2% | -13.3% |
| 6M | -15.5% | +14.5% | -30.0% | -26.1% |
| YTD | -15.5% | +12.9% | -28.4% | -26.1% |
| 1Y | -83.6% | +19.4% | -103.0% | -84.2% |
| All | -83.6% | +19.4% | -103.0% | -84.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling