-94.8%
WXM vs SPY
+37.3%
-132.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.8% | +2.4% |
| 7D | -6.3% | +0.1% | -6.3% | -5.9% |
| 30D | -34.1% | -3.3% | -30.8% | -29.1% |
| 3M | -45.7% | -2.4% | -43.2% | -42.8% |
| 6M | -59.8% | +2.6% | -62.4% | -62.3% |
| YTD | -55.9% | +11.2% | -67.1% | -66.1% |
| 1Y | -76.3% | +13.4% | -89.7% | -82.5% |
| All | -94.8% | +37.3% | -132.0% | -97.5% |
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 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