-61.2%
WETH vs SPY
+59.3%
-120.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -8.7% |
| 7D | -4.6% | +0.5% | -5.1% | -4.9% |
| 30D | +11.6% | -0.9% | +12.5% | +12.3% |
| 3M | -22.7% | +3.9% | -26.6% | -25.0% |
| 6M | -14.9% | +14.5% | -29.4% | -23.1% |
| YTD | -11.8% | +12.9% | -24.7% | -19.3% |
| 1Y | +6.5% | +19.4% | -12.8% | -4.5% |
| All | -61.2% | +59.3% | -120.5% | -76.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling