-90.6%
WTID vs SPY
+94.3%
-184.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -3.6% |
| 7D | -2.6% | -0.4% | -2.2% | -3.2% |
| 30D | -25.7% | -1.4% | -24.3% | -27.4% |
| 3M | -46.5% | +3.7% | -50.2% | -44.4% |
| 6M | -54.6% | +13.0% | -67.6% | -46.7% |
| YTD | -77.8% | +12.4% | -90.2% | -74.3% |
| 1Y | -80.3% | +18.5% | -98.9% | -74.2% |
| 3Y | -86.6% | +77.6% | -164.2% | -49.6% |
| All | -90.6% | +94.3% | -184.9% | -52.4% |
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