+23.9%
WTIP vs SPY
+24.9%
-1.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.4% | -2.7% | -0.7% | -3.0% |
| 30D | -4.6% | -5.4% | +0.8% | -3.6% |
| 3M | +0.2% | -4.1% | +4.3% | +1.0% |
| 6M | -7.5% | +0.7% | -8.2% | -7.6% |
| YTD | +8.7% | +8.7% | 0.0% | +7.6% |
| 1Y | +14.8% | +10.9% | +4.0% | +13.4% |
| All | +23.9% | +24.9% | -1.0% | +24.3% |
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