+17.7%
WISE vs SPY
+71.0%
-53.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | +1.8% | +2.6% | -0.8% | -2.6% |
| 30D | -12.0% | -2.0% | -10.0% | -8.3% |
| 3M | -25.4% | -2.8% | -22.6% | -21.0% |
| 6M | -28.4% | +2.1% | -30.5% | -29.7% |
| YTD | -26.4% | +11.5% | -37.9% | -37.2% |
| 1Y | -27.5% | +13.5% | -40.9% | -39.8% |
| All | +17.7% | +71.0% | -53.3% | -49.3% |
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