+367.3%
WIX vs SPY
+439.9%
-72.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.8% | -5.6% |
| 7D | -13.0% | +0.1% | -13.1% | -13.2% |
| 30D | +18.0% | +0.1% | +18.0% | +17.8% |
| 3M | +41.9% | +2.0% | +39.9% | +37.7% |
| 6M | -9.0% | +13.0% | -22.0% | -24.4% |
| YTD | -26.6% | +13.5% | -40.2% | -39.3% |
| 1Y | -48.2% | +20.0% | -68.2% | -60.5% |
| 3Y | -21.8% | +77.2% | -99.0% | -65.5% |
| 5Y | -67.4% | +81.9% | -149.3% | -85.3% |
| 10Y | +80.0% | +314.1% | -234.1% | -71.1% |
| All | +367.3% | +439.9% | -72.6% | -49.2% |
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 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