+21.3%
WKEY vs SPY
+19.4%
+1.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | +0.1% |
| 7D | +3.7% | +0.5% | +3.2% | +1.7% |
| 30D | -1.4% | -0.9% | -0.4% | +2.6% |
| 3M | -19.1% | +3.9% | -23.0% | -30.2% |
| 6M | -13.9% | +14.5% | -28.4% | -47.4% |
| YTD | -18.7% | +12.9% | -31.6% | -46.9% |
| 1Y | +21.3% | +19.4% | +1.9% | -27.7% |
| All | +21.3% | +19.4% | +1.9% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling