+76.6%
WINN vs SPY
+78.2%
-1.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +3.1% | +2.6% | +0.5% | -0.2% |
| 30D | -5.2% | -2.0% | -3.2% | -2.6% |
| 3M | -4.8% | -2.8% | -2.0% | -1.1% |
| 6M | +0.2% | +2.1% | -1.9% | -2.2% |
| YTD | +5.0% | +11.5% | -6.5% | -8.2% |
| 1Y | +4.8% | +13.5% | -8.6% | -10.3% |
| 3Y | +70.7% | +77.7% | -7.0% | -17.1% |
| All | +76.6% | +78.2% | -1.6% | -13.1% |
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 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