-98.4%
WPRT vs SPY
+724.0%
-822.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | +2.1% | +0.1% | +2.1% | +1.9% |
| 3M | -2.1% | +2.0% | -4.0% | -4.9% |
| 6M | -7.7% | +13.0% | -20.7% | -22.2% |
| YTD | +21.7% | +13.5% | +8.1% | +1.8% |
| 1Y | -27.7% | +20.0% | -47.6% | -43.9% |
| 3Y | -73.2% | +77.2% | -150.4% | -87.9% |
| 5Y | -95.1% | +81.9% | -177.0% | -97.8% |
| 10Y | -86.3% | +314.1% | -400.3% | -97.6% |
| All | -98.4% | +724.0% | -822.4% | -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