+41.5%
WAY vs SPY
+44.7%
-3.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +5.9% | -0.6% | +6.5% | +6.4% |
| 30D | +9.8% | -3.7% | +13.5% | +12.8% |
| 3M | +18.6% | -2.7% | +21.4% | +21.1% |
| 6M | +37.0% | +2.2% | +34.9% | +34.5% |
| YTD | -10.5% | +10.8% | -21.4% | -18.0% |
| 1Y | -18.9% | +11.2% | -30.1% | -25.8% |
| All | +41.5% | +44.7% | -3.1% | +15.8% |
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