-99.3%
WEBS vs SPY
+173.7%
-273.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +1.8% |
| 7D | -0.3% | +0.5% | -0.8% | +2.1% |
| 30D | +1.4% | -0.9% | +2.3% | -1.2% |
| 3M | -19.6% | +3.9% | -23.5% | -4.3% |
| 6M | -41.9% | +14.5% | -56.4% | +3.5% |
| YTD | -26.2% | +12.9% | -39.1% | +27.7% |
| 1Y | -16.0% | +19.4% | -35.4% | +84.9% |
| 3Y | -85.8% | +78.5% | -164.3% | +122.3% |
| 5Y | -87.7% | +81.8% | -169.5% | +412.0% |
| All | -99.3% | +173.7% | -273.0% | +146.5% |
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 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