-70.8%
WEED vs SPY
+79.7%
-150.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.9% |
| 7D | -1.1% | -2.0% | +0.9% | +0.6% |
| 30D | +7.5% | -1.7% | +9.1% | +9.0% |
| 3M | -6.2% | +4.7% | -11.0% | -10.0% |
| 6M | +37.5% | +12.5% | +25.0% | +25.1% |
| YTD | +10.6% | +11.7% | -1.1% | +1.1% |
| 1Y | +9.3% | +17.5% | -8.2% | -4.2% |
| 3Y | -36.0% | +76.6% | -112.6% | -60.6% |
| All | -70.8% | +79.7% | -150.5% | -82.4% |
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 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