+17.1%
WAY vs SPY
+47.4%
-30.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | -5.9% | +0.5% | -6.4% | -6.2% |
| 30D | 0.0% | -0.9% | +1.0% | +0.8% |
| 3M | +27.7% | +3.9% | +23.8% | +23.9% |
| 6M | -5.7% | +14.5% | -20.2% | -15.8% |
| YTD | -26.0% | +12.9% | -38.9% | -33.0% |
| 1Y | -40.7% | +19.4% | -60.0% | -48.6% |
| All | +17.1% | +47.4% | -30.3% | -5.5% |
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