-86.8%
WIMI vs SPY
+75.5%
-162.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.0% |
| 7D | -18.1% | -2.0% | -16.1% | -16.8% |
| 30D | -21.8% | -1.7% | -20.2% | -20.8% |
| 3M | -35.8% | +4.7% | -40.5% | -37.7% |
| 6M | -45.3% | +12.5% | -57.8% | -49.2% |
| YTD | -56.1% | +11.7% | -67.8% | -58.8% |
| 1Y | -74.3% | +17.5% | -91.8% | -76.2% |
| All | -86.8% | +75.5% | -162.3% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling