+2,394.9%
WINA vs SPY
+2,772.0%
-377.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -7.2% | -2.7% | -4.5% | -6.1% |
| 30D | -10.1% | -5.4% | -4.7% | -8.1% |
| 3M | -24.8% | -4.1% | -20.7% | -23.6% |
| 6M | -28.2% | +0.7% | -28.9% | -28.5% |
| YTD | -34.0% | +8.7% | -42.7% | -36.3% |
| 1Y | -34.3% | +10.9% | -45.2% | -37.1% |
| 3Y | -32.6% | +75.0% | -107.6% | -46.2% |
| 5Y | +20.3% | +67.8% | -47.5% | -2.6% |
| 10Y | +210.3% | +312.9% | -102.5% | +86.5% |
| All | +2,394.9% | +2,772.0% | -377.1% | +606.1% |
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 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