+102.2%
PWB vs SPY
+81.8%
+20.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | +3.5% | +0.5% | +2.9% | +2.8% |
| 30D | -1.2% | -0.9% | -0.3% | -0.1% |
| 3M | +0.7% | +3.9% | -3.1% | -3.4% |
| 6M | +20.9% | +14.5% | +6.4% | +4.0% |
| YTD | +24.1% | +12.9% | +11.2% | +8.5% |
| 1Y | +30.5% | +19.4% | +11.1% | +7.3% |
| 3Y | +120.4% | +78.5% | +42.0% | +15.3% |
| 5Y | +102.2% | +81.8% | +20.4% | +6.5% |
| All | +102.2% | +81.8% | +20.4% | +6.5% |
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 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