-22.0%
WEAT vs SPY
+81.8%
-103.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -3.7% | +0.5% | -4.3% | -3.7% |
| 30D | +12.8% | -0.9% | +13.7% | +12.7% |
| 3M | +20.6% | +3.9% | +16.7% | +20.8% |
| 6M | +14.2% | +14.5% | -0.3% | +14.7% |
| YTD | +35.0% | +12.9% | +22.1% | +35.6% |
| 1Y | +28.4% | +19.4% | +9.0% | +29.0% |
| 3Y | -9.1% | +78.5% | -87.5% | -7.6% |
| 5Y | -22.0% | +81.8% | -103.7% | -21.9% |
| All | -22.0% | +81.8% | -103.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling