+81.8%
SPY vs W
-63.0%
+144.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | +0.5% | +6.5% | -5.9% | -0.2% |
| 30D | -0.9% | -6.2% | +5.3% | -0.3% |
| 3M | +3.9% | +48.9% | -45.0% | -2.0% |
| 6M | +14.5% | +31.2% | -16.7% | +9.1% |
| YTD | +12.9% | -0.4% | +13.4% | +10.7% |
| 1Y | +19.4% | +14.8% | +4.5% | +14.1% |
| 3Y | +78.5% | +40.5% | +38.0% | +56.4% |
| 5Y | +81.8% | -62.1% | +143.9% | +65.8% |
| All | +81.8% | -63.0% | +144.7% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling