-98.1%
WIMI vs SPY
+236.1%
-334.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -2.1% |
| 7D | -14.9% | -0.8% | -14.1% | -14.0% |
| 30D | -20.8% | -1.1% | -19.7% | -19.6% |
| 3M | -37.6% | +3.9% | -41.4% | -40.5% |
| 6M | -49.0% | +13.6% | -62.6% | -56.5% |
| YTD | -56.5% | +12.7% | -69.2% | -62.2% |
| 1Y | -76.5% | +17.5% | -94.0% | -80.4% |
| 3Y | -86.9% | +76.9% | -163.8% | -94.2% |
| 5Y | -97.7% | +83.6% | -181.2% | -99.0% |
| All | -98.1% | +236.1% | -334.3% | -99.4% |
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