-9.0%
WIA vs SPY
+74.6%
-83.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -1.2% | -0.9% | -0.2% | -1.1% |
| 30D | +1.5% | -2.4% | +3.8% | +1.8% |
| 3M | -2.3% | -1.2% | -1.2% | -2.2% |
| 6M | -2.7% | +3.3% | -6.0% | -3.2% |
| YTD | -1.2% | +12.3% | -13.5% | -2.8% |
| 1Y | -2.5% | +12.4% | -15.0% | -4.2% |
| 3Y | +20.2% | +78.8% | -58.6% | +9.6% |
| 5Y | -9.0% | +75.2% | -84.2% | -18.0% |
| All | -9.0% | +74.6% | -83.7% | -18.0% |
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