+214.4%
WT vs SPY
+75.1%
+139.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.1% |
| 7D | -5.9% | -2.7% | -3.2% | -2.7% |
| 30D | -16.6% | -5.4% | -11.3% | -10.6% |
| 3M | -9.2% | -4.1% | -5.1% | -4.3% |
| 6M | +2.5% | +0.7% | +1.8% | +2.3% |
| YTD | +60.6% | +8.7% | +51.9% | +47.2% |
| 1Y | +68.3% | +10.9% | +57.4% | +50.6% |
| 3Y | +214.4% | +75.0% | +139.4% | +84.3% |
| All | +214.4% | +75.1% | +139.3% | +84.3% |
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 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