+35.2%
WAY vs SPY
+45.5%
-10.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | -1.3% | +2.6% | -3.9% | -3.1% |
| 30D | +4.2% | -2.0% | +6.1% | +5.7% |
| 3M | +11.6% | -2.8% | +14.4% | +13.9% |
| 6M | +49.8% | +2.1% | +47.6% | +47.1% |
| YTD | -14.5% | +11.5% | -26.0% | -22.0% |
| 1Y | -21.7% | +13.5% | -35.2% | -29.6% |
| All | +35.2% | +45.5% | -10.3% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling