-5.2%
WINA vs SPY
+80.4%
-85.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -12.0% | +0.1% | -12.1% | -12.0% |
| 3M | -16.1% | +2.0% | -18.1% | -17.3% |
| 6M | -33.0% | +13.0% | -46.0% | -38.4% |
| YTD | -20.8% | +13.5% | -34.4% | -27.5% |
| 1Y | -31.4% | +20.0% | -51.4% | -39.4% |
| All | -5.2% | +80.4% | -85.6% | -37.6% |
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