+178.2%
WT vs SPY
+315.0%
-136.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +4.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -7.6% | -3.3% | -4.2% | -3.2% |
| 3M | -1.5% | -2.4% | +0.9% | +1.9% |
| 6M | +9.7% | +2.6% | +7.2% | +6.9% |
| YTD | +72.3% | +11.2% | +61.0% | +51.9% |
| 1Y | +81.8% | +13.4% | +68.4% | +56.3% |
| 3Y | +236.2% | +79.9% | +156.3% | +58.9% |
| 5Y | +235.6% | +72.2% | +163.4% | +65.6% |
| 10Y | +178.2% | +307.3% | -129.1% | -64.3% |
| All | +178.2% | +315.0% | -136.8% | -64.3% |
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