+123.2%
WTBA vs SPY
+311.3%
-188.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +3.0% | +0.5% | +2.5% | +2.5% |
| 30D | +1.8% | -0.9% | +2.7% | +2.6% |
| 3M | +20.4% | +3.9% | +16.6% | +15.9% |
| 6M | +23.3% | +14.5% | +8.8% | +8.3% |
| YTD | +34.2% | +12.9% | +21.3% | +19.5% |
| 1Y | +49.3% | +19.4% | +29.9% | +26.2% |
| 3Y | +88.2% | +78.5% | +9.8% | +9.3% |
| 5Y | +23.0% | +81.8% | -58.7% | -30.8% |
| 10Y | +123.2% | +311.5% | -188.3% | -49.5% |
| All | +123.2% | +311.3% | -188.1% | -49.5% |
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