-24.3%
WEAV vs SPY
+78.7%
-103.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.6% |
| 30D | +38.2% | -0.9% | +39.1% | +39.6% |
| 3M | +28.9% | +3.9% | +25.0% | +21.1% |
| 6M | +31.5% | +14.5% | +17.0% | +6.9% |
| YTD | -3.7% | +12.9% | -16.6% | -19.9% |
| 1Y | -7.4% | +19.4% | -26.7% | -28.8% |
| 3Y | -24.3% | +78.5% | -102.8% | -71.7% |
| All | -24.3% | +78.7% | -103.0% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling