+361.6%
SPY vs W
+210.4%
+151.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.5% |
| 7D | -2.7% | -3.6% | +0.9% | -2.4% |
| 30D | -5.4% | +7.0% | -12.4% | -6.2% |
| 3M | -4.1% | +7.4% | -11.5% | -5.1% |
| 6M | +0.7% | +69.3% | -68.6% | -6.4% |
| YTD | +8.7% | +11.3% | -2.6% | +5.1% |
| 1Y | +10.9% | +13.2% | -2.3% | +6.8% |
| 3Y | +75.0% | +142.0% | -67.0% | +46.9% |
| 5Y | +67.8% | -54.6% | +122.4% | +53.7% |
| 10Y | +312.9% | +243.7% | +69.1% | +183.8% |
| All | +361.6% | +210.4% | +151.2% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling