-90.0%
WTID vs SPY
+96.3%
-186.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.2% |
| 7D | -7.9% | +0.1% | -8.0% | -7.8% |
| 30D | -34.8% | +0.1% | -34.9% | -35.0% |
| 3M | -37.9% | +2.0% | -39.9% | -37.3% |
| 6M | -52.8% | +13.0% | -65.8% | -45.0% |
| YTD | -76.3% | +13.5% | -89.9% | -72.1% |
| 1Y | -78.0% | +20.0% | -97.9% | -70.5% |
| 3Y | -86.5% | +77.2% | -163.7% | -50.1% |
| All | -90.0% | +96.3% | -186.3% | -48.4% |
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 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