+2,490.3%
WINA vs SPY
+2,840.0%
-349.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -5.6% | -3.3% | -2.3% | -4.4% |
| 3M | -25.0% | -2.4% | -22.6% | -24.3% |
| 6M | -25.8% | +2.6% | -28.4% | -26.7% |
| YTD | -31.5% | +11.2% | -42.7% | -34.4% |
| 1Y | -32.2% | +13.4% | -45.6% | -35.7% |
| 3Y | -30.1% | +79.9% | -110.0% | -44.9% |
| 5Y | +21.7% | +72.2% | -50.4% | -2.4% |
| 10Y | +218.2% | +307.3% | -89.1% | +91.5% |
| All | +2,490.3% | +2,840.0% | -349.6% | +626.3% |
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