+15.7%
WISE vs SPY
+66.7%
-51.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.6% |
| 7D | -8.6% | -2.7% | -5.9% | -3.9% |
| 30D | -20.5% | -5.4% | -15.1% | -11.8% |
| 3M | -23.8% | -4.1% | -19.8% | -17.4% |
| 6M | -28.5% | +0.7% | -29.2% | -28.1% |
| YTD | -27.7% | +8.7% | -36.3% | -35.5% |
| 1Y | -32.4% | +10.9% | -43.3% | -41.6% |
| All | +15.7% | +66.7% | -51.0% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling