-88.4%
WEBS vs SPY
+82.3%
-170.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.4% | -0.1% |
| 7D | +2.4% | -0.8% | +3.2% | -0.6% |
| 30D | +2.2% | -1.1% | +3.3% | -1.1% |
| 3M | -25.3% | +3.9% | -29.2% | -10.0% |
| 6M | -43.3% | +13.6% | -56.9% | +3.2% |
| YTD | -27.2% | +12.7% | -39.8% | +31.2% |
| 1Y | -15.9% | +17.5% | -33.4% | +87.0% |
| 3Y | -85.5% | +76.9% | -162.4% | +199.9% |
| All | -88.4% | +82.3% | -170.7% | +607.3% |
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