-55.1%
WBTN vs SPY
+42.2%
-97.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +3.2% |
| 7D | +3.3% | -2.0% | +5.3% | +6.4% |
| 30D | +17.2% | -1.7% | +18.9% | +19.9% |
| 3M | -7.9% | +4.7% | -12.6% | -14.2% |
| 6M | +5.2% | +12.5% | -7.3% | -12.4% |
| YTD | -20.8% | +11.7% | -32.5% | -33.1% |
| 1Y | -26.4% | +17.5% | -43.9% | -41.8% |
| All | -55.1% | +42.2% | -97.4% | -71.3% |
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