+276.4%
WES vs SPY
+570.4%
-294.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -6.2% | -0.6% | -5.6% | -5.6% |
| 30D | -8.0% | -3.7% | -4.3% | -4.3% |
| 3M | -11.4% | -2.7% | -8.7% | -8.9% |
| 6M | -1.5% | +2.2% | -3.7% | -4.8% |
| YTD | +13.3% | +10.8% | +2.4% | -0.7% |
| 1Y | +14.2% | +11.2% | +3.0% | -0.5% |
| 3Y | +96.1% | +76.5% | +19.6% | -3.5% |
| 5Y | +191.3% | +72.9% | +118.4% | +43.4% |
| 10Y | +118.3% | +304.8% | -186.5% | -54.6% |
| All | +276.4% | +570.4% | -294.0% | -44.6% |
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