-27.1%
WIT vs SPY
+318.9%
-346.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -7.2% | -2.0% | -5.2% | -5.9% |
| 30D | -15.2% | -1.7% | -13.6% | -14.2% |
| 3M | -19.6% | +4.7% | -24.3% | -22.4% |
| 6M | -33.8% | +12.5% | -46.3% | -39.3% |
| YTD | -40.5% | +11.7% | -52.3% | -45.2% |
| 1Y | -39.9% | +17.5% | -57.4% | -46.7% |
| 3Y | -32.2% | +76.6% | -108.7% | -55.3% |
| 5Y | -62.3% | +82.0% | -144.4% | -75.8% |
| All | -27.1% | +318.9% | -346.0% | -71.9% |
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