+372.5%
SPY vs W
+224.6%
+147.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +1.9% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | -3.3% | +10.5% | -13.8% | -4.5% |
| 3M | -2.4% | +9.6% | -12.1% | -3.7% |
| 6M | +2.6% | +76.4% | -73.8% | -5.1% |
| YTD | +11.2% | +16.4% | -5.2% | +7.1% |
| 1Y | +13.4% | +9.3% | +4.0% | +9.7% |
| 3Y | +79.9% | +172.8% | -92.9% | +49.1% |
| 5Y | +72.2% | -53.4% | +125.6% | +57.2% |
| 10Y | +307.3% | +243.6% | +63.7% | +179.3% |
| All | +372.5% | +224.6% | +147.9% | +223.0% |
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