+172.1%
WEYS vs SPY
+318.9%
-146.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +1.0% | -2.0% | +2.9% | +2.8% |
| 30D | -4.3% | -1.7% | -2.6% | -2.8% |
| 3M | +23.7% | +4.7% | +18.9% | +18.3% |
| 6M | +41.4% | +12.5% | +28.9% | +26.6% |
| YTD | +49.1% | +11.7% | +37.4% | +34.3% |
| 1Y | +63.3% | +17.5% | +45.9% | +40.5% |
| 3Y | +96.4% | +76.6% | +19.9% | +17.8% |
| 5Y | +168.4% | +82.0% | +86.4% | +52.5% |
| All | +172.1% | +318.9% | -146.8% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling