+20.2%
WIP vs SPY
+694.4%
-674.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.0% | +3.3% | -5.2% | -2.5% |
| 30D | -2.2% | -2.7% | +0.5% | -1.8% |
| 3M | -4.4% | -1.7% | -2.7% | -4.2% |
| 6M | -4.5% | +3.1% | -7.6% | -5.0% |
| YTD | -0.3% | +11.9% | -12.2% | -2.2% |
| 1Y | +0.9% | +12.0% | -11.0% | -1.0% |
| 3Y | +14.0% | +78.2% | -64.1% | +3.4% |
| 5Y | -5.6% | +73.2% | -78.9% | -14.6% |
| 10Y | +14.1% | +309.6% | -295.5% | -10.0% |
| All | +20.2% | +694.4% | -674.2% | -18.9% |
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