+38.3%
WNTR vs SPY
+35.2%
+3.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.2% |
| 7D | +10.2% | +2.6% | +7.6% | +14.5% |
| 30D | +19.7% | -2.0% | +21.6% | +17.2% |
| 3M | -18.3% | -2.8% | -15.6% | -20.4% |
| 6M | +19.4% | +2.1% | +17.3% | +26.3% |
| YTD | -10.5% | +11.5% | -21.9% | +8.8% |
| 1Y | +13.0% | +13.5% | -0.5% | +39.9% |
| All | +38.3% | +35.2% | +3.1% | +113.0% |
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