+71.8%
WAR vs SPY
+30.7%
+41.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.4% |
| 7D | +0.1% | -2.0% | +2.1% | +2.8% |
| 30D | -7.3% | -1.7% | -5.6% | -5.2% |
| 3M | -3.4% | +4.7% | -8.1% | -8.1% |
| 6M | +15.8% | +12.5% | +3.3% | +2.3% |
| YTD | +31.0% | +11.7% | +19.2% | +16.7% |
| 1Y | +40.7% | +17.5% | +23.3% | +19.8% |
| All | +71.8% | +30.7% | +41.1% | +32.6% |
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