+150.6%
WEYS vs SPY
+14.6%
+135.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.5% | +1.7% | +21.9% | +22.1% |
| 7D | +26.4% | -0.7% | +27.1% | +26.9% |
| 30D | +28.7% | -1.0% | +29.7% | +29.4% |
| 3M | +58.7% | -0.3% | +59.0% | +58.7% |
| 6M | +106.0% | +7.3% | +98.6% | +93.1% |
| YTD | +115.9% | +13.3% | +102.6% | +91.9% |
| 1Y | +150.6% | +14.8% | +135.8% | +118.7% |
| All | +150.6% | +14.6% | +135.9% | +118.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling