-34.7%
WAVE vs SPY
+14.6%
-49.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.5% |
| 7D | -2.4% | -0.7% | -1.7% | -1.9% |
| 30D | -22.4% | -1.0% | -21.3% | -21.7% |
| 3M | -39.4% | -0.3% | -39.1% | -39.2% |
| 6M | -46.1% | +7.3% | -53.5% | -49.3% |
| YTD | -22.6% | +13.3% | -35.9% | -34.0% |
| 1Y | -34.7% | +14.8% | -49.5% | -45.2% |
| All | -34.7% | +14.6% | -49.3% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling