-61.1%
WETH vs SPY
+58.9%
-120.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.0% | -4.8% |
| 7D | -8.7% | -0.8% | -8.0% | -8.2% |
| 30D | -0.2% | -1.1% | +0.9% | +0.5% |
| 3M | -16.4% | +3.9% | -20.2% | -18.8% |
| 6M | -18.1% | +13.6% | -31.7% | -25.6% |
| YTD | -11.4% | +12.7% | -24.0% | -18.9% |
| 1Y | +1.5% | +17.5% | -16.0% | -8.4% |
| All | -61.1% | +58.9% | -120.0% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling