+23.1%
WISE vs SPY
+72.2%
-49.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +1.0% |
| 7D | -0.4% | -0.9% | +0.5% | +1.6% |
| 30D | -12.8% | -2.4% | -10.5% | -8.6% |
| 3M | -20.9% | -1.2% | -19.8% | -18.7% |
| 6M | -25.4% | +3.3% | -28.7% | -28.2% |
| YTD | -23.0% | +12.3% | -35.3% | -35.2% |
| 1Y | -27.7% | +12.4% | -40.1% | -39.1% |
| All | +23.1% | +72.2% | -49.1% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling