+26.9%
WIP vs SPY
+706.1%
-679.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +0.7% | +2.0% | -1.3% | +0.3% |
| 6M | +1.9% | +13.0% | -11.1% | -0.1% |
| YTD | +5.2% | +13.5% | -8.3% | +3.1% |
| 1Y | +9.5% | +20.0% | -10.5% | +6.2% |
| 3Y | +17.0% | +77.2% | -60.2% | +6.2% |
| 5Y | -2.7% | +81.9% | -84.5% | -12.5% |
| 10Y | +13.5% | +314.1% | -300.5% | -10.6% |
| All | +26.9% | +706.1% | -679.2% | -14.5% |
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