+476.2%
WTS vs SPY
+311.8%
+164.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.9% |
| 30D | +2.5% | -2.4% | +4.9% | +4.8% |
| 3M | -6.1% | -1.2% | -5.0% | -5.3% |
| 6M | +21.4% | +3.3% | +18.1% | +17.0% |
| YTD | +31.3% | +12.3% | +19.0% | +15.9% |
| 1Y | +31.8% | +12.4% | +19.3% | +16.1% |
| 3Y | +95.4% | +78.8% | +16.6% | +4.9% |
| 5Y | +82.2% | +75.2% | +7.1% | +0.5% |
| 10Y | +476.2% | +311.1% | +165.1% | +27.5% |
| All | +476.2% | +311.8% | +164.4% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling