-78.4%
WEAT vs SPY
+734.6%
-813.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +10.1% | +0.1% | +10.0% | +10.1% |
| 3M | +17.9% | +2.0% | +15.9% | +17.8% |
| 6M | +21.6% | +13.0% | +8.6% | +20.7% |
| YTD | +32.6% | +13.5% | +19.1% | +31.7% |
| 1Y | +27.1% | +20.0% | +7.1% | +25.7% |
| 3Y | -10.5% | +77.2% | -87.7% | -13.8% |
| 5Y | -25.1% | +81.9% | -106.9% | -28.1% |
| 10Y | -26.4% | +314.1% | -340.5% | -36.4% |
| All | -78.4% | +734.6% | -813.1% | -85.0% |
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