-47.6%
WAVE vs SPY
+89.1%
-136.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -6.9% | -2.0% | -4.9% | -5.9% |
| 30D | -20.8% | -1.7% | -19.1% | -20.1% |
| 3M | -24.2% | +4.7% | -28.9% | -25.8% |
| 6M | -5.3% | +12.5% | -17.8% | -10.3% |
| YTD | -2.6% | +11.7% | -14.3% | -7.5% |
| 1Y | -38.9% | +17.5% | -56.4% | -43.4% |
| 3Y | +147.4% | +76.6% | +70.8% | +98.4% |
| 5Y | -27.1% | +82.0% | -109.1% | -40.5% |
| All | -47.6% | +89.1% | -136.6% | -64.8% |
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 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