+254.8%
SPOT vs WY
-8.9%
+263.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.2% |
| 30D | +8.3% | -10.5% | +18.8% | +12.0% |
| 3M | +5.1% | -4.9% | +9.9% | +6.1% |
| 6M | -6.5% | -4.9% | -1.5% | -5.7% |
| YTD | -9.0% | -1.7% | -7.3% | -9.6% |
| 1Y | -26.4% | -9.4% | -17.0% | -25.2% |
| 3Y | +240.0% | -22.3% | +262.3% | +255.3% |
| 5Y | +111.7% | -20.5% | +132.3% | +121.3% |
| All | +254.8% | -8.9% | +263.7% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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