+344.2%
WES vs SPY
+586.8%
-242.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | +7.3% | +0.1% | +7.3% | +7.2% |
| 3M | +12.1% | +2.0% | +10.1% | +9.0% |
| 6M | +22.1% | +13.0% | +9.1% | +5.2% |
| YTD | +33.7% | +13.5% | +20.1% | +14.3% |
| 1Y | +40.6% | +20.0% | +20.6% | +12.5% |
| 3Y | +138.7% | +77.2% | +61.5% | +17.3% |
| 5Y | +271.2% | +81.9% | +189.4% | +71.7% |
| 10Y | +200.6% | +314.1% | -113.5% | -39.0% |
| All | +344.2% | +586.8% | -242.6% | -36.2% |
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