+21.7%
WTIP vs SPY
+28.6%
-6.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -2.0% | +3.3% | -5.3% | -2.5% |
| 30D | -7.0% | -2.7% | -4.3% | -6.5% |
| 3M | -2.9% | -1.7% | -1.1% | -2.5% |
| 6M | -12.2% | +3.1% | -15.2% | -12.6% |
| YTD | +6.7% | +11.9% | -5.2% | +5.2% |
| 1Y | +11.1% | +12.0% | -0.9% | +9.5% |
| All | +21.7% | +28.6% | -6.9% | +21.5% |
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