+1,182.8%
WT vs SPY
+3,005.7%
-1,822.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 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% | +29.5% |
| 6M | +42.7% | +13.0% | +29.6% | +28.5% |
| YTD | +105.2% | +13.5% | +91.6% | +84.2% |
| 1Y | +82.5% | +20.0% | +62.5% | +55.7% |
| 3Y | +250.8% | +77.2% | +173.6% | +111.6% |
| 5Y | +331.1% | +81.9% | +249.3% | +153.3% |
| 10Y | +192.3% | +314.1% | -121.8% | -7.1% |
| All | +1,182.8% | +3,005.7% | -1,822.9% | -4.8% |
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