+904.0%
WT vs SPY
+2,872.3%
-1,968.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -5.9% | -2.7% | -3.2% | -3.5% |
| 30D | -16.6% | -5.4% | -11.3% | -12.2% |
| 3M | -9.2% | -4.1% | -5.1% | -5.5% |
| 6M | +2.5% | +0.7% | +1.8% | +2.4% |
| YTD | +60.6% | +8.7% | +51.9% | +50.3% |
| 1Y | +68.3% | +10.9% | +57.4% | +54.6% |
| 3Y | +214.4% | +75.0% | +139.4% | +92.3% |
| 5Y | +212.3% | +67.8% | +144.5% | +97.3% |
| 10Y | +183.1% | +312.9% | -129.8% | -9.3% |
| All | +904.0% | +2,872.3% | -1,968.4% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling