-97.6%
WIMI vs SPY
+79.8%
-177.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -4.7% |
| 7D | -18.1% | -2.0% | -16.1% | -15.9% |
| 30D | -21.8% | -1.7% | -20.2% | -20.0% |
| 3M | -35.8% | +4.7% | -40.5% | -39.3% |
| 6M | -45.3% | +12.5% | -57.8% | -52.4% |
| YTD | -56.1% | +11.7% | -67.8% | -61.2% |
| 1Y | -74.3% | +17.5% | -91.8% | -78.3% |
| 3Y | -86.5% | +76.6% | -163.1% | -94.0% |
| 5Y | -97.6% | +82.0% | -179.7% | -99.0% |
| All | -97.6% | +79.8% | -177.4% | -99.0% |
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