+178.4%
WT vs SPY
+307.0%
-128.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +11.2% | +2.6% | +8.7% | +7.8% |
| 30D | +2.8% | -2.0% | +4.8% | +5.7% |
| 3M | -4.5% | -2.8% | -1.8% | -0.7% |
| 6M | +11.3% | +2.1% | +9.2% | +9.0% |
| YTD | +78.6% | +11.5% | +67.1% | +57.1% |
| 1Y | +89.4% | +13.5% | +75.9% | +62.7% |
| 3Y | +239.6% | +77.7% | +161.9% | +63.2% |
| 5Y | +238.9% | +72.6% | +166.3% | +66.7% |
| All | +178.4% | +307.0% | -128.7% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling