+118.3%
WTS vs SPY
+81.8%
+36.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | +1.5% | +0.5% | +0.9% | +0.9% |
| 30D | -7.8% | -0.9% | -6.9% | -6.9% |
| 3M | +14.6% | +3.9% | +10.7% | +10.3% |
| 6M | +18.4% | +14.5% | +3.8% | +2.9% |
| YTD | +31.5% | +12.9% | +18.6% | +15.9% |
| 1Y | +28.2% | +19.4% | +8.8% | +6.6% |
| 3Y | +105.0% | +78.5% | +26.5% | +10.0% |
| 5Y | +118.3% | +81.8% | +36.6% | +13.9% |
| All | +118.3% | +81.8% | +36.6% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling