+336.0%
WT vs SPY
+82.0%
+254.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +13.1% | +0.1% | +13.1% | +13.1% |
| 3M | +31.4% | +2.0% | +29.4% | +29.1% |
| 6M | +42.7% | +13.0% | +29.6% | +26.7% |
| YTD | +105.2% | +13.5% | +91.6% | +81.5% |
| 1Y | +82.5% | +20.0% | +62.5% | +52.7% |
| 3Y | +250.8% | +77.2% | +173.6% | +105.3% |
| All | +336.0% | +82.0% | +254.0% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling