+63.7%
WIX vs SPY
+315.0%
-251.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.4% | -10.7% | -11.6% |
| 7D | -6.9% | +0.1% | -7.0% | -7.3% |
| 30D | -8.9% | -3.3% | -5.6% | -4.8% |
| 3M | +15.9% | -2.4% | +18.3% | +19.4% |
| 6M | -12.9% | +2.6% | -15.5% | -16.8% |
| YTD | -32.9% | +11.2% | -44.1% | -43.3% |
| 1Y | -48.7% | +13.4% | -62.1% | -58.0% |
| 3Y | -19.5% | +79.9% | -99.4% | -66.4% |
| 5Y | -65.3% | +72.2% | -137.5% | -83.7% |
| 10Y | +63.7% | +307.3% | -243.6% | -76.5% |
| All | +63.7% | +315.0% | -251.3% | -76.5% |
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