+3,449.1%
WTM vs SPY
+3,056.6%
+392.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.6% |
| 7D | -4.9% | -0.9% | -4.0% | -4.4% |
| 30D | +8.3% | -2.4% | +10.6% | +9.7% |
| 3M | +7.0% | -1.2% | +8.1% | +7.5% |
| 6M | +5.9% | +3.3% | +2.6% | +3.5% |
| YTD | +8.8% | +12.3% | -3.5% | +1.2% |
| 1Y | +17.4% | +12.4% | +5.0% | +9.1% |
| 3Y | +49.9% | +78.8% | -28.9% | +5.3% |
| 5Y | +101.1% | +75.2% | +26.0% | +40.2% |
| 10Y | +175.3% | +311.1% | -135.8% | +12.3% |
| All | +3,449.1% | +3,056.6% | +392.5% | +541.4% |
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