+38.2%
WEEI vs SPY
+56.9%
-18.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +0.1% | +0.5% | -0.5% | -0.2% |
| 30D | +7.8% | -0.9% | +8.8% | +8.3% |
| 3M | +8.2% | +3.9% | +4.3% | +5.9% |
| 6M | +12.8% | +14.5% | -1.7% | +4.2% |
| YTD | +28.1% | +12.9% | +15.2% | +19.2% |
| 1Y | +36.0% | +19.4% | +16.7% | +21.6% |
| All | +38.2% | +56.9% | -18.7% | -0.1% |
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