+135.0%
WAVE vs SPY
+76.5%
+58.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | -9.8% | -0.4% | -9.5% | -9.6% |
| 30D | -24.1% | -1.4% | -22.7% | -23.5% |
| 3M | -30.4% | +3.7% | -34.1% | -31.6% |
| 6M | -1.6% | +13.0% | -14.6% | -7.7% |
| YTD | -5.8% | +12.4% | -18.2% | -11.5% |
| 1Y | -37.9% | +18.5% | -56.4% | -42.9% |
| All | +135.0% | +76.5% | +58.5% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling