-99.3%
WEBS vs SPY
+173.1%
-272.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.4% | -0.4% |
| 7D | +2.4% | -0.8% | +3.2% | -0.3% |
| 30D | +2.2% | -1.1% | +3.3% | -0.7% |
| 3M | -25.3% | +3.9% | -29.2% | -11.3% |
| 6M | -43.3% | +13.6% | -56.9% | -1.9% |
| YTD | -27.2% | +12.7% | -39.8% | +25.1% |
| 1Y | -15.9% | +17.5% | -33.4% | +75.1% |
| 3Y | -85.5% | +76.9% | -162.4% | +120.2% |
| 5Y | -88.2% | +83.6% | -171.8% | +407.3% |
| All | -99.3% | +173.1% | -272.4% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling