+467.2%
WTBA vs SPY
+788.9%
-321.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +2.1% | -2.7% | +4.8% | +4.8% |
| 30D | +5.6% | -5.4% | +11.0% | +11.4% |
| 3M | +7.8% | -4.1% | +11.9% | +12.1% |
| 6M | +29.2% | +0.7% | +28.5% | +27.2% |
| YTD | +41.7% | +8.7% | +33.0% | +28.7% |
| 1Y | +46.3% | +10.9% | +35.4% | +30.0% |
| 3Y | +101.6% | +75.0% | +26.6% | +11.2% |
| 5Y | +14.2% | +67.8% | -53.6% | -35.7% |
| 10Y | +143.5% | +312.9% | -169.4% | -47.7% |
| All | +467.2% | +788.9% | -321.7% | -39.7% |
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