-61.1%
WEAV vs SPY
+75.6%
-136.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.5% |
| 7D | +0.1% | +0.5% | -0.4% | -0.7% |
| 30D | +38.2% | -0.9% | +39.1% | +39.7% |
| 3M | +28.9% | +3.9% | +25.0% | +20.3% |
| 6M | +31.5% | +14.5% | +17.0% | +5.3% |
| YTD | -3.7% | +12.9% | -16.6% | -21.0% |
| 1Y | -7.4% | +19.4% | -26.7% | -30.0% |
| 3Y | -24.3% | +78.5% | -102.8% | -69.0% |
| All | -61.1% | +75.6% | -136.7% | -82.9% |
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