+3,624.3%
WEYS vs SPY
+3,059.5%
+564.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | -2.3% | -1.4% | -0.9% | -1.3% |
| 3M | +25.8% | +3.7% | +22.1% | +22.4% |
| 6M | +43.7% | +13.0% | +30.7% | +31.6% |
| YTD | +50.1% | +12.4% | +37.7% | +38.0% |
| 1Y | +63.8% | +18.5% | +45.3% | +45.1% |
| 3Y | +97.7% | +77.6% | +20.1% | +33.1% |
| 5Y | +165.2% | +81.7% | +83.5% | +72.7% |
| 10Y | +178.4% | +319.7% | -141.3% | +5.6% |
| All | +3,624.3% | +3,059.5% | +564.8% | +877.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling