+444.2%
WTBA vs SPY
+828.8%
-384.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +3.6% | +0.1% | +3.6% | +3.5% |
| 3M | +23.6% | +2.0% | +21.6% | +20.5% |
| 6M | +20.4% | +13.0% | +7.4% | +5.4% |
| YTD | +35.9% | +13.5% | +22.4% | +18.5% |
| 1Y | +48.6% | +20.0% | +28.7% | +22.3% |
| 3Y | +77.9% | +77.2% | +0.7% | -2.8% |
| 5Y | +22.8% | +81.9% | -59.1% | -36.2% |
| 10Y | +126.3% | +314.1% | -187.7% | -51.3% |
| All | +444.2% | +828.8% | -384.6% | -44.5% |
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 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