-86.0%
VWAV vs SPY
+22.8%
-108.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.5% | -0.5% | -20.0% | -19.8% |
| 7D | -29.6% | -0.4% | -29.2% | -29.1% |
| 30D | -63.7% | -1.4% | -62.3% | -62.6% |
| 3M | -91.1% | +3.7% | -94.8% | -91.5% |
| 6M | -93.9% | +13.0% | -106.9% | -94.5% |
| YTD | -95.1% | +12.4% | -107.5% | -95.5% |
| 1Y | -95.8% | +18.5% | -114.3% | -95.3% |
| All | -86.0% | +22.8% | -108.8% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling