+304.8%
SPY vs W
+228.8%
+76.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | +0.1% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | -3.7% | +6.4% | -10.1% | -4.5% |
| 3M | -2.7% | +9.0% | -11.7% | -4.0% |
| 6M | +2.2% | +69.8% | -67.6% | -5.6% |
| YTD | +10.8% | +12.1% | -1.2% | +6.8% |
| 1Y | +11.2% | 0.0% | +11.2% | +8.5% |
| 3Y | +76.5% | +160.3% | -83.9% | +44.4% |
| 5Y | +72.9% | -53.3% | +126.2% | +57.6% |
| 10Y | +304.8% | +217.0% | +87.9% | +169.8% |
| All | +304.8% | +228.8% | +76.0% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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