+482.4%
WTS vs SPY
+304.1%
+178.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -0.3% | -0.6% | +0.3% | +0.2% |
| 30D | +1.9% | -3.7% | +5.5% | +5.6% |
| 3M | -6.3% | -2.7% | -3.5% | -3.8% |
| 6M | +21.5% | +2.2% | +19.3% | +18.5% |
| YTD | +30.9% | +10.8% | +20.0% | +17.1% |
| 1Y | +31.2% | +11.2% | +20.0% | +16.9% |
| 3Y | +94.7% | +76.5% | +18.3% | +6.0% |
| 5Y | +77.6% | +72.9% | +4.7% | -0.8% |
| 10Y | +482.4% | +304.8% | +177.6% | +33.3% |
| All | +482.4% | +304.1% | +178.3% | +33.3% |
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 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