+89.2%
MWA vs SPY
+767.9%
-678.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | 0.0% |
| 7D | +0.8% | +0.5% | +0.3% | 0.0% |
| 30D | -10.6% | -0.9% | -9.7% | -9.5% |
| 3M | -6.1% | +3.9% | -10.0% | -11.4% |
| 6M | -14.5% | +14.5% | -29.0% | -30.1% |
| YTD | +0.5% | +12.9% | -12.4% | -16.2% |
| 1Y | -10.3% | +19.4% | -29.7% | -31.2% |
| 3Y | +85.9% | +78.5% | +7.4% | -21.6% |
| 5Y | +59.5% | +81.8% | -22.3% | -36.4% |
| 10Y | +127.0% | +311.5% | -184.5% | -76.2% |
| All | +89.2% | +767.9% | -678.8% | -94.1% |
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