+97.1%
WIT vs SPY
+791.6%
-694.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | -0.5% | +0.1% | -0.7% | -0.7% |
| 30D | -9.5% | +0.1% | -9.6% | -9.6% |
| 3M | -11.6% | +2.0% | -13.6% | -14.0% |
| 6M | -16.8% | +13.0% | -29.8% | -28.1% |
| YTD | -35.5% | +13.5% | -49.1% | -44.6% |
| 1Y | -32.9% | +20.0% | -52.9% | -46.0% |
| 3Y | -24.3% | +77.2% | -101.5% | -61.7% |
| 5Y | -59.8% | +81.9% | -141.6% | -80.6% |
| 10Y | -24.7% | +314.1% | -338.8% | -88.1% |
| All | +97.1% | +791.6% | -694.5% | -86.6% |
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