-27.3%
WEAT vs SPY
+312.5%
-339.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -5.7% | -0.4% | -5.3% | -5.7% |
| 30D | +9.5% | -1.4% | +10.8% | +9.5% |
| 3M | +17.4% | +3.7% | +13.7% | +17.4% |
| 6M | +14.4% | +13.0% | +1.4% | +14.1% |
| YTD | +31.6% | +12.4% | +19.2% | +31.3% |
| 1Y | +26.3% | +18.5% | +7.8% | +25.9% |
| 3Y | -11.4% | +77.6% | -89.0% | -12.7% |
| 5Y | -21.9% | +81.7% | -103.6% | -23.2% |
| 10Y | -27.3% | +319.7% | -347.0% | -32.9% |
| All | -27.3% | +312.5% | -339.8% | -32.9% |
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