+133.6%
WTIU vs SPY
+20.8%
+112.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -3.2% |
| 7D | +7.8% | +0.1% | +7.7% | +8.0% |
| 30D | +45.4% | +0.1% | +45.3% | +45.7% |
| 3M | +34.7% | +2.0% | +32.7% | +40.4% |
| 6M | +42.4% | +13.0% | +29.4% | +67.6% |
| YTD | +153.0% | +13.5% | +139.5% | +192.7% |
| 1Y | +133.6% | +20.0% | +113.7% | +196.3% |
| All | +133.6% | +20.8% | +112.8% | +196.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling