-97.9%
WIMI vs SPY
+236.9%
-334.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.9% |
| 7D | -15.0% | +0.5% | -15.6% | -15.6% |
| 30D | -15.0% | -0.9% | -14.1% | -13.9% |
| 3M | -28.9% | +3.9% | -32.8% | -32.4% |
| 6M | -38.3% | +14.5% | -52.8% | -47.9% |
| YTD | -52.3% | +12.9% | -65.2% | -58.6% |
| 1Y | -71.5% | +19.4% | -90.9% | -76.6% |
| 3Y | -85.3% | +78.5% | -163.8% | -93.6% |
| 5Y | -97.5% | +81.8% | -179.2% | -98.9% |
| All | -97.9% | +236.9% | -334.8% | -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 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