+19.5%
WNTR vs SPY
+37.7%
-18.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.1% |
| 7D | -7.7% | +0.1% | -7.8% | -7.4% |
| 30D | -27.5% | +0.1% | -27.6% | -27.2% |
| 3M | -15.1% | +2.0% | -17.1% | -11.4% |
| 6M | -17.2% | +13.0% | -30.2% | +0.3% |
| YTD | -22.6% | +13.5% | -36.2% | -4.7% |
| 1Y | +30.2% | +20.0% | +10.2% | +70.8% |
| All | +19.5% | +37.7% | -18.2% | +86.7% |
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