+275.2%
WES vs SPY
+572.9%
-297.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +0.3% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -8.3% | -3.3% | -5.0% | -5.0% |
| 3M | -10.3% | -2.4% | -7.8% | -8.1% |
| 6M | -1.9% | +2.6% | -4.4% | -5.5% |
| YTD | +12.9% | +11.2% | +1.6% | -1.4% |
| 1Y | +14.4% | +13.4% | +1.0% | -2.5% |
| 3Y | +96.5% | +79.9% | +16.6% | -5.5% |
| 5Y | +190.1% | +72.2% | +117.9% | +43.8% |
| 10Y | +118.0% | +307.3% | -189.3% | -55.0% |
| All | +275.2% | +572.9% | -297.7% | -45.0% |
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