-72.8%
WETH vs SPY
+57.3%
-130.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +1.5% | +2.6% | -1.1% | -0.2% |
| 30D | -17.5% | -2.0% | -15.6% | -16.1% |
| 3M | -33.0% | -2.8% | -30.3% | -31.6% |
| 6M | -50.3% | +2.1% | -52.4% | -51.1% |
| YTD | -38.0% | +11.5% | -49.5% | -42.7% |
| 1Y | -67.0% | +13.5% | -80.5% | -69.8% |
| All | -72.8% | +57.3% | -130.0% | -83.2% |
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 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