+1,060.8%
PWB vs SPY
+838.2%
+222.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -2.8% | +0.1% | -2.8% | -2.8% |
| 3M | -3.8% | +2.0% | -5.8% | -5.3% |
| 6M | +16.1% | +13.0% | +3.1% | +3.3% |
| YTD | +22.8% | +13.5% | +9.3% | +8.8% |
| 1Y | +30.0% | +20.0% | +10.0% | +9.2% |
| 3Y | +117.0% | +77.2% | +39.8% | +24.4% |
| 5Y | +99.0% | +81.9% | +17.2% | +12.4% |
| 10Y | +407.2% | +314.1% | +93.2% | +30.2% |
| All | +1,060.8% | +838.2% | +222.6% | +38.1% |
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