-91.2%
WTID vs SPY
+93.4%
-184.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -5.6% |
| 7D | -12.6% | +3.3% | -15.9% | -8.5% |
| 30D | +15.8% | -2.7% | +18.5% | +11.1% |
| 3M | -26.0% | -1.7% | -24.2% | -28.4% |
| 6M | -50.3% | +3.1% | -53.4% | -49.1% |
| YTD | -79.1% | +11.9% | -91.0% | -76.0% |
| 1Y | -78.2% | +12.0% | -90.2% | -75.0% |
| 3Y | -90.0% | +78.2% | -168.1% | -61.9% |
| All | -91.2% | +93.4% | -184.6% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling