+19.9%
WTIU vs SPY
+77.0%
-57.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.6% |
| 7D | +7.2% | -0.8% | +8.0% | +8.3% |
| 30D | +24.9% | -1.1% | +26.0% | +26.3% |
| 3M | +61.3% | +3.9% | +57.4% | +49.6% |
| 6M | +42.3% | +13.6% | +28.7% | +8.6% |
| YTD | +171.3% | +12.7% | +158.7% | +108.9% |
| 1Y | +154.9% | +17.5% | +137.4% | +78.9% |
| 3Y | +19.9% | +76.9% | -57.0% | -56.1% |
| All | +19.9% | +77.0% | -57.1% | -56.1% |
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