-82.2%
VWAV vs SPY
+24.1%
-106.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.2% |
| 7D | -34.4% | +0.1% | -34.5% | -34.3% |
| 30D | -55.3% | +0.1% | -55.4% | -55.0% |
| 3M | -90.0% | +2.0% | -92.0% | -90.2% |
| 6M | -91.4% | +13.0% | -104.4% | -92.3% |
| YTD | -93.7% | +13.5% | -107.3% | -94.4% |
| 1Y | -94.6% | +20.0% | -114.5% | -94.0% |
| All | -82.2% | +24.1% | -106.3% | -74.3% |
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