+59.4%
WLTG vs SPY
+75.5%
-16.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | -1.0% | -0.8% | -0.3% | -0.4% |
| 30D | -1.9% | -1.1% | -0.8% | -1.0% |
| 3M | +4.5% | +3.9% | +0.6% | +1.3% |
| 6M | +9.2% | +13.6% | -4.4% | -1.5% |
| YTD | +10.3% | +12.7% | -2.3% | +0.3% |
| 1Y | +16.4% | +17.5% | -1.1% | +2.5% |
| 3Y | +83.9% | +76.9% | +6.9% | +19.0% |
| All | +59.4% | +75.5% | -16.1% | +7.2% |
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