-61.9%
WIT vs SPY
+81.0%
-142.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | -6.7% | -0.4% | -6.3% | -6.4% |
| 30D | -15.6% | -1.4% | -14.2% | -14.7% |
| 3M | -21.3% | +3.7% | -25.0% | -23.7% |
| 6M | -26.4% | +13.0% | -39.4% | -33.5% |
| YTD | -40.2% | +12.4% | -52.6% | -45.7% |
| 1Y | -38.7% | +18.5% | -57.2% | -46.8% |
| 3Y | -31.8% | +77.6% | -109.4% | -58.2% |
| 5Y | -61.9% | +81.7% | -143.6% | -77.2% |
| All | -61.9% | +81.0% | -142.9% | -77.2% |
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