-99.0%
VWAV vs SPY
+14.6%
-113.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.7% | -15.8% | -16.9% |
| 7D | -26.6% | -0.7% | -25.9% | -25.7% |
| 30D | -56.0% | -1.0% | -54.9% | -55.3% |
| 3M | -93.6% | -0.3% | -93.2% | -93.5% |
| 6M | -98.3% | +7.3% | -105.7% | -98.5% |
| YTD | -99.0% | +13.3% | -112.3% | -99.1% |
| 1Y | -99.0% | +14.8% | -113.8% | -99.2% |
| All | -99.0% | +14.6% | -113.6% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling