+8.8%
WTI vs SPY
+75.5%
-66.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.5% |
| 7D | +7.7% | -2.0% | +9.7% | +8.7% |
| 30D | +10.3% | -1.7% | +11.9% | +11.0% |
| 3M | -1.8% | +4.7% | -6.6% | -5.2% |
| 6M | +57.0% | +12.5% | +44.5% | +43.1% |
| YTD | +159.2% | +11.7% | +147.4% | +137.9% |
| 1Y | +141.3% | +17.5% | +123.8% | +111.1% |
| All | +8.8% | +75.5% | -66.6% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling