+965.5%
PWB vs SPY
+815.8%
+149.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.2% |
| 30D | -12.8% | -3.7% | -9.2% | -9.2% |
| 3M | -9.5% | -2.7% | -6.8% | -6.6% |
| 6M | -6.9% | +2.2% | -9.0% | -8.1% |
| YTD | +12.7% | +10.8% | +1.9% | +2.8% |
| 1Y | +10.4% | +11.2% | -0.8% | +0.4% |
| 3Y | +99.0% | +76.5% | +22.5% | +15.0% |
| 5Y | +80.5% | +72.9% | +7.6% | +7.5% |
| 10Y | +371.4% | +304.8% | +66.5% | +24.3% |
| All | +965.5% | +815.8% | +149.7% | +30.4% |
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