-71.4%
WEED vs SPY
+81.2%
-152.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.9% |
| 7D | -5.3% | -0.8% | -4.5% | -4.7% |
| 30D | +6.3% | -1.1% | +7.4% | +7.2% |
| 3M | -7.5% | +3.9% | -11.3% | -10.5% |
| 6M | +32.3% | +13.6% | +18.7% | +19.4% |
| YTD | +8.2% | +12.7% | -4.4% | -1.8% |
| 1Y | +15.8% | +17.5% | -1.7% | +1.5% |
| 3Y | -42.9% | +76.9% | -119.8% | -64.9% |
| All | -71.4% | +81.2% | -152.6% | -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 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