-29.4%
WAVE vs SPY
+81.0%
-110.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -9.8% | -0.4% | -9.5% | -9.7% |
| 30D | -24.1% | -1.4% | -22.7% | -23.6% |
| 3M | -30.4% | +3.7% | -34.1% | -31.4% |
| 6M | -1.6% | +13.0% | -14.6% | -6.6% |
| YTD | -5.8% | +12.4% | -18.2% | -10.5% |
| 1Y | -37.9% | +18.5% | -56.4% | -42.2% |
| 3Y | +139.1% | +77.6% | +61.5% | +97.5% |
| 5Y | -29.4% | +81.7% | -111.0% | -39.8% |
| All | -29.4% | +81.0% | -110.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling