+32.0%
WNTR vs SPY
+34.4%
-2.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.3% |
| 7D | +11.8% | -0.6% | +12.4% | +11.4% |
| 30D | +20.8% | -3.7% | +24.5% | +15.2% |
| 3M | -20.9% | -2.7% | -18.1% | -22.9% |
| 6M | +18.1% | +2.2% | +15.9% | +24.8% |
| YTD | -14.5% | +10.8% | -25.3% | +2.9% |
| 1Y | +18.4% | +11.2% | +7.2% | +43.1% |
| All | +32.0% | +34.4% | -2.4% | +101.5% |
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