+52.9%
WANT vs SPY
+214.0%
-161.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | -0.3% |
| 7D | -5.3% | -0.8% | -4.5% | -2.8% |
| 30D | -13.4% | -1.1% | -12.3% | -10.1% |
| 3M | -13.1% | +3.9% | -17.0% | -22.1% |
| 6M | -13.0% | +13.6% | -26.6% | -40.0% |
| YTD | -26.6% | +12.7% | -39.2% | -47.6% |
| 1Y | -28.8% | +17.5% | -46.3% | -54.8% |
| 3Y | +13.4% | +76.9% | -63.5% | -75.5% |
| 5Y | -46.2% | +83.6% | -129.7% | -84.5% |
| All | +52.9% | +214.0% | -161.0% | -85.3% |
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 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