+44.7%
WAR vs SPY
+30.9%
+13.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | +8.9% | +3.3% | +5.6% | +4.3% |
| 30D | -14.2% | -2.7% | -11.5% | -10.5% |
| 3M | -23.3% | -1.7% | -21.6% | -20.9% |
| 6M | -18.7% | +3.1% | -21.8% | -20.3% |
| YTD | +10.3% | +11.9% | -1.6% | -1.2% |
| 1Y | +13.3% | +12.0% | +1.3% | +1.5% |
| All | +44.7% | +30.9% | +13.8% | +12.2% |
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