-59.4%
WETH vs SPY
+57.6%
-116.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | 0.0% | -2.0% | +2.0% | +1.4% |
| 30D | +13.7% | -1.7% | +15.4% | +15.0% |
| 3M | -12.7% | +4.7% | -17.5% | -15.8% |
| 6M | -14.5% | +12.5% | -27.0% | -21.9% |
| YTD | -7.5% | +11.7% | -19.2% | -14.8% |
| 1Y | +11.2% | +17.5% | -6.3% | +0.6% |
| All | -59.4% | +57.6% | -116.9% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling