-82.4%
WEAT vs SPY
+722.5%
-804.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.6% | +3.3% | -4.9% | -1.8% |
| 30D | -11.2% | -2.7% | -8.5% | -11.0% |
| 3M | -11.5% | -1.7% | -9.7% | -11.4% |
| 6M | -15.4% | +3.1% | -18.5% | -15.5% |
| YTD | +8.0% | +11.9% | -3.9% | +7.3% |
| 1Y | +0.6% | +12.0% | -11.4% | -0.1% |
| 3Y | -25.1% | +78.2% | -103.3% | -27.9% |
| 5Y | -45.7% | +73.2% | -118.9% | -47.7% |
| 10Y | -39.8% | +309.6% | -349.5% | -48.0% |
| All | -82.4% | +722.5% | -804.9% | -87.8% |
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