-68.5%
WPRT vs SPY
+79.7%
-148.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.7% |
| 7D | -15.2% | -0.6% | -14.6% | -14.8% |
| 30D | -3.1% | -0.9% | -2.2% | -2.6% |
| 3M | +10.5% | +2.1% | +8.3% | +7.5% |
| 6M | -6.4% | +5.7% | -12.1% | -12.1% |
| YTD | +21.0% | +11.7% | +9.3% | +7.4% |
| 1Y | -4.5% | +12.4% | -16.9% | -15.8% |
| All | -68.5% | +79.7% | -148.2% | -81.8% |
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