+73.8%
PWP vs SPY
+127.5%
-53.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.7% |
| 7D | -10.4% | -2.0% | -8.4% | -8.1% |
| 30D | -14.2% | -1.7% | -12.6% | -12.2% |
| 3M | +3.6% | +4.7% | -1.2% | -2.0% |
| 6M | -9.5% | +12.5% | -22.1% | -21.5% |
| YTD | -11.3% | +11.7% | -23.0% | -22.1% |
| 1Y | -29.5% | +17.5% | -47.0% | -41.6% |
| 3Y | +50.0% | +76.6% | -26.6% | -17.6% |
| 5Y | +20.8% | +82.0% | -61.3% | -36.0% |
| All | +73.8% | +127.5% | -53.7% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling