-47.5%
WANT vs SPY
+79.8%
-127.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | +0.8% |
| 7D | -11.4% | -2.0% | -9.4% | -4.6% |
| 30D | -18.5% | -1.7% | -16.8% | -13.2% |
| 3M | -8.9% | +4.7% | -13.7% | -22.0% |
| 6M | -15.9% | +12.5% | -28.4% | -43.1% |
| YTD | -28.4% | +11.7% | -40.1% | -49.9% |
| 1Y | -26.6% | +17.5% | -44.0% | -56.4% |
| 3Y | +19.4% | +76.6% | -57.2% | -80.6% |
| 5Y | -47.5% | +82.0% | -129.5% | -87.8% |
| All | -47.5% | +79.8% | -127.2% | -87.8% |
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