-61.0%
WEAV vs SPY
+76.6%
-137.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +7.8% | +0.1% | +7.7% | +7.2% |
| 3M | +27.0% | +2.0% | +25.0% | +21.9% |
| 6M | +38.6% | +13.0% | +25.6% | +13.3% |
| YTD | -3.4% | +13.5% | -17.0% | -21.4% |
| 1Y | -3.3% | +20.0% | -23.3% | -27.5% |
| 3Y | -29.2% | +77.2% | -106.4% | -70.6% |
| All | -61.0% | +76.6% | -137.6% | -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 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