-69.2%
WEED vs SPY
+81.6%
-150.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.6% |
| 7D | +3.8% | +0.5% | +3.2% | +3.3% |
| 30D | +20.4% | -0.9% | +21.3% | +21.3% |
| 3M | -8.1% | +3.9% | -12.0% | -11.2% |
| 6M | +36.3% | +14.5% | +21.7% | +22.1% |
| YTD | +16.7% | +12.9% | +3.7% | +5.6% |
| 1Y | +13.2% | +19.4% | -6.2% | -2.1% |
| 3Y | -32.5% | +78.5% | -111.0% | -58.8% |
| All | -69.2% | +81.6% | -150.8% | -81.6% |
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