-29.7%
WIT vs SPY
+78.7%
-108.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | -5.5% | +0.5% | -6.0% | -5.8% |
| 30D | -14.4% | -0.9% | -13.4% | -13.8% |
| 3M | -19.7% | +3.9% | -23.6% | -22.0% |
| 6M | -24.6% | +14.5% | -39.1% | -31.6% |
| YTD | -38.4% | +12.9% | -51.3% | -43.6% |
| 1Y | -36.4% | +19.4% | -55.7% | -44.1% |
| 3Y | -29.7% | +78.5% | -108.2% | -54.9% |
| All | -29.7% | +78.7% | -108.5% | -54.9% |
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 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