+41.9%
WIW vs SPY
+315.0%
-273.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.3% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +3.4% | -3.3% | +6.7% | +4.0% |
| 3M | -1.4% | -2.4% | +1.0% | -1.0% |
| 6M | -1.2% | +2.6% | -3.7% | -1.8% |
| YTD | +1.3% | +11.2% | -9.9% | -1.0% |
| 1Y | -0.4% | +13.4% | -13.7% | -2.9% |
| 3Y | +24.9% | +79.9% | -55.0% | +10.4% |
| 5Y | -3.4% | +72.2% | -75.6% | -14.4% |
| 10Y | +41.9% | +307.3% | -265.5% | +13.2% |
| All | +41.9% | +315.0% | -273.2% | +13.2% |
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 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