+382.3%
SPY vs W
+176.2%
+206.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | +0.1% | -4.2% | +4.3% | +0.6% |
| 30D | +0.1% | -7.6% | +7.6% | +0.9% |
| 3M | +2.0% | +37.2% | -35.2% | -2.5% |
| 6M | +13.0% | +26.3% | -13.3% | +8.5% |
| YTD | +13.5% | -1.0% | +14.5% | +11.5% |
| 1Y | +20.0% | +20.1% | -0.1% | +14.4% |
| 3Y | +77.2% | +37.8% | +39.4% | +58.0% |
| 5Y | +81.9% | -63.7% | +145.5% | +70.8% |
| 10Y | +314.1% | +156.3% | +157.7% | +191.6% |
| All | +382.3% | +176.2% | +206.1% | +236.4% |
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