-93.2%
WKEY vs SPY
+234.1%
-327.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | -24.7% | +2.0% | -26.7% | -25.5% |
| 6M | -9.0% | +13.0% | -22.0% | -16.4% |
| YTD | -17.1% | +13.5% | -30.6% | -23.8% |
| 1Y | +26.2% | +20.0% | +6.2% | +12.8% |
| 3Y | +171.2% | +77.2% | +94.1% | +96.5% |
| 5Y | -81.5% | +81.9% | -163.4% | -87.0% |
| All | -93.2% | +234.1% | -327.3% | -95.6% |
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