+23.4%
WNTR vs SPY
+36.9%
-13.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +2.5% |
| 7D | -5.9% | +0.5% | -6.4% | -4.9% |
| 30D | -24.7% | -0.9% | -23.8% | -25.5% |
| 3M | -10.7% | +3.9% | -14.6% | -4.6% |
| 6M | -21.0% | +14.5% | -35.5% | -2.9% |
| YTD | -20.1% | +12.9% | -33.0% | -2.4% |
| 1Y | +32.3% | +19.4% | +12.9% | +72.2% |
| All | +23.4% | +36.9% | -13.6% | +91.2% |
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