-95.1%
WXM vs SPY
+34.1%
-129.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +0.3% | +12.6% | +12.3% |
| 7D | -21.1% | -2.7% | -18.3% | -16.3% |
| 30D | -40.8% | -5.4% | -35.5% | -33.6% |
| 3M | -52.4% | -4.1% | -48.3% | -48.3% |
| 6M | -55.3% | +0.7% | -56.0% | -56.5% |
| YTD | -58.8% | +8.7% | -67.5% | -66.9% |
| 1Y | -78.6% | +10.9% | -89.4% | -83.5% |
| All | -95.1% | +34.1% | -129.2% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling