+32.1%
PWP vs SPY
+81.8%
-49.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | +1.1% | +0.5% | +0.5% | +0.4% |
| 30D | -4.9% | -0.9% | -3.9% | -3.5% |
| 3M | +6.7% | +3.9% | +2.8% | +1.8% |
| 6M | -2.8% | +14.5% | -17.3% | -18.4% |
| YTD | -3.1% | +12.9% | -16.0% | -16.7% |
| 1Y | -23.4% | +19.4% | -42.7% | -38.6% |
| 3Y | +63.9% | +78.5% | -14.6% | -15.1% |
| 5Y | +32.1% | +81.8% | -49.7% | -34.1% |
| All | +32.1% | +81.8% | -49.7% | -34.1% |
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 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