+3,419.8%
WTM vs SPY
+2,954.7%
+465.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | -1.3% | -2.7% | +1.4% | +0.3% |
| 30D | +10.3% | -5.4% | +15.7% | +13.8% |
| 3M | +4.7% | -4.1% | +8.8% | +7.1% |
| 6M | +7.7% | +0.7% | +7.0% | +6.9% |
| YTD | +7.9% | +8.7% | -0.8% | +2.3% |
| 1Y | +18.5% | +10.9% | +7.6% | +11.0% |
| 3Y | +54.6% | +75.0% | -20.4% | +10.0% |
| 5Y | +107.5% | +67.8% | +39.7% | +48.3% |
| 10Y | +176.2% | +312.9% | -136.6% | +12.2% |
| All | +3,419.8% | +2,954.7% | +465.1% | +548.3% |
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 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