+132.0%
WIT vs SPY
+778.6%
-646.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -1.4% | +3.3% | -4.7% | -5.0% |
| 30D | +18.3% | -2.7% | +21.0% | +21.3% |
| 3M | +9.2% | -1.7% | +11.0% | +10.7% |
| 6M | +15.8% | +3.1% | +12.7% | +10.7% |
| YTD | -24.1% | +11.9% | -36.0% | -34.1% |
| 1Y | -19.0% | +12.0% | -31.0% | -29.8% |
| 3Y | -1.3% | +78.2% | -79.5% | -50.6% |
| 5Y | -50.3% | +73.2% | -123.6% | -74.7% |
| 10Y | -0.8% | +309.6% | -310.5% | -84.2% |
| All | +132.0% | +778.6% | -646.7% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling