-47.2%
WOOF vs SPY
+78.7%
-125.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.0% |
| 7D | +0.8% | +0.5% | +0.2% | 0.0% |
| 30D | -6.5% | -0.9% | -5.5% | -5.4% |
| 3M | -4.1% | +3.9% | -7.9% | -8.8% |
| 6M | +9.2% | +14.5% | -5.3% | -9.4% |
| YTD | -7.5% | +12.9% | -20.4% | -21.5% |
| 1Y | -31.2% | +19.4% | -50.6% | -45.9% |
| 3Y | -47.2% | +78.5% | -125.6% | -80.2% |
| All | -47.2% | +78.7% | -125.9% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling