+5.5%
WQTM vs SPY
+14.4%
-8.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | -0.4% |
| 7D | 0.0% | -0.8% | +0.8% | +1.8% |
| 30D | -9.3% | -1.1% | -8.3% | -6.9% |
| 3M | -12.8% | +3.9% | -16.6% | -19.9% |
| 6M | +21.3% | +13.6% | +7.7% | -7.1% |
| YTD | +23.5% | +12.7% | +10.8% | -3.7% |
| All | +5.5% | +14.4% | -8.9% | -21.1% |
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