-45.7%
WAVE vs SPY
+92.1%
-137.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -10.8% | +0.1% | -10.9% | -10.8% |
| 30D | -16.1% | +0.1% | -16.1% | -16.1% |
| 3M | -38.0% | +2.0% | -40.0% | -38.5% |
| 6M | +9.3% | +13.0% | -3.7% | +3.1% |
| YTD | +0.9% | +13.5% | -12.7% | -5.1% |
| 1Y | -29.5% | +20.0% | -49.5% | -35.3% |
| 3Y | +153.9% | +77.2% | +76.7% | +103.1% |
| 5Y | -29.3% | +81.9% | -111.2% | -38.9% |
| All | -45.7% | +92.1% | -137.9% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling