-85.2%
VWAV vs SPY
+22.1%
-107.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.8% |
| 7D | -20.5% | -2.0% | -18.5% | -17.9% |
| 30D | -54.7% | -1.7% | -53.0% | -53.2% |
| 3M | -90.3% | +4.7% | -95.0% | -90.9% |
| 6M | -93.2% | +12.5% | -105.7% | -93.8% |
| YTD | -94.8% | +11.7% | -106.5% | -95.2% |
| 1Y | -95.5% | +17.5% | -113.0% | -95.0% |
| All | -85.2% | +22.1% | -107.3% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling