-63.0%
WAVE vs SPY
+88.7%
-151.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.5% |
| 7D | -8.9% | +2.6% | -11.5% | -9.9% |
| 30D | -24.2% | -2.0% | -22.2% | -23.5% |
| 3M | -43.4% | -2.8% | -40.6% | -42.6% |
| 6M | -53.0% | +2.1% | -55.1% | -53.4% |
| YTD | -31.3% | +11.5% | -42.8% | -34.8% |
| 1Y | -47.7% | +13.5% | -61.1% | -50.7% |
| 3Y | +107.8% | +77.7% | +30.1% | +66.3% |
| 5Y | -42.1% | +72.6% | -114.7% | -46.7% |
| All | -63.0% | +88.7% | -151.7% | -75.2% |
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 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