-41.6%
WAY vs SPY
+18.8%
-60.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -7.2% | -0.4% | -6.9% | -7.0% |
| 30D | -3.4% | -1.4% | -2.0% | -2.6% |
| 3M | +24.5% | +3.7% | +20.8% | +22.1% |
| 6M | -7.8% | +13.0% | -20.8% | -16.6% |
| YTD | -27.1% | +12.4% | -39.5% | -33.5% |
| 1Y | -41.6% | +18.5% | -60.2% | -45.8% |
| All | -41.6% | +18.8% | -60.4% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling