-85.0%
WEBS vs SPY
+75.5%
-160.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +0.5% |
| 7D | +9.0% | -2.0% | +11.0% | +1.5% |
| 30D | +4.9% | -1.7% | +6.6% | -0.3% |
| 3M | -24.5% | +4.7% | -29.3% | -7.9% |
| 6M | -41.0% | +12.5% | -53.5% | -2.2% |
| YTD | -24.5% | +11.7% | -36.2% | +24.9% |
| 1Y | -13.2% | +17.5% | -30.7% | +78.7% |
| All | -85.0% | +75.5% | -160.5% | +152.4% |
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