+405.6%
WEA vs SPY
+939.6%
-534.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -0.9% | -1.4% | +0.5% | -0.4% |
| 3M | +0.3% | +3.7% | -3.4% | -1.0% |
| 6M | +0.1% | +13.0% | -12.9% | -4.0% |
| YTD | -1.3% | +12.4% | -13.7% | -5.2% |
| 1Y | +0.3% | +18.5% | -18.2% | -5.4% |
| 3Y | +19.8% | +77.6% | -57.9% | -2.4% |
| 5Y | +3.4% | +81.7% | -78.3% | -17.1% |
| 10Y | +46.3% | +319.7% | -273.4% | -14.0% |
| All | +405.6% | +939.6% | -534.0% | +107.2% |
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