-98.4%
WPRT vs SPY
+710.5%
-809.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +2.4% |
| 7D | -15.2% | -0.6% | -14.6% | -14.7% |
| 30D | -3.1% | -0.9% | -2.2% | -2.3% |
| 3M | +10.5% | +2.1% | +8.3% | +6.6% |
| 6M | -6.4% | +5.7% | -12.1% | -13.8% |
| YTD | +21.0% | +11.7% | +9.3% | +3.1% |
| 1Y | -4.5% | +12.4% | -16.9% | -19.3% |
| 3Y | -62.2% | +88.6% | -150.8% | -84.4% |
| 5Y | -94.2% | +75.9% | -170.2% | -97.3% |
| 10Y | -87.8% | +316.4% | -404.2% | -97.9% |
| All | -98.4% | +710.5% | -809.0% | -99.9% |
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