+596.8%
VAW vs SPY
+906.2%
-309.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | +0.2% | +2.6% | -2.4% | -2.5% |
| 30D | +3.6% | -2.0% | +5.6% | +5.7% |
| 3M | -2.0% | -2.8% | +0.8% | +0.8% |
| 6M | -2.5% | +2.1% | -4.6% | -5.0% |
| YTD | +11.2% | +11.5% | -0.3% | -1.6% |
| 1Y | +17.0% | +13.5% | +3.5% | +1.6% |
| 3Y | +41.6% | +77.7% | -36.1% | -25.8% |
| 5Y | +26.1% | +72.6% | -46.5% | -32.3% |
| 10Y | +151.4% | +308.2% | -156.8% | -49.5% |
| All | +596.8% | +906.2% | -309.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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