+477.2%
WTBA vs SPY
+809.9%
-332.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.1% |
| 30D | +9.5% | -3.3% | +12.8% | +13.0% |
| 3M | +9.3% | -2.4% | +11.7% | +11.7% |
| 6M | +30.2% | +2.6% | +27.6% | +25.7% |
| YTD | +44.2% | +11.2% | +32.9% | +27.9% |
| 1Y | +47.2% | +13.4% | +33.8% | +27.8% |
| 3Y | +115.4% | +79.9% | +35.5% | +15.5% |
| 5Y | +17.3% | +72.2% | -54.9% | -35.7% |
| 10Y | +118.6% | +307.3% | -188.8% | -52.4% |
| All | +477.2% | +809.9% | -332.7% | -40.1% |
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