-23.2%
WLTH vs SPY
+11.2%
-34.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.6% |
| 7D | +0.8% | +2.6% | -1.7% | -2.7% |
| 30D | +2.6% | -2.0% | +4.6% | +5.5% |
| 3M | +13.4% | -2.8% | +16.2% | +18.0% |
| 6M | -3.9% | +2.1% | -6.0% | -7.1% |
| YTD | -21.1% | +11.5% | -32.6% | -32.2% |
| All | -23.2% | +11.2% | -34.3% | -34.7% |
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 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