+176.4%
WTTR vs SPY
+76.5%
+99.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.0% |
| 7D | +3.7% | -0.4% | +4.1% | +4.1% |
| 30D | -1.9% | -1.4% | -0.5% | -0.6% |
| 3M | +12.3% | +3.7% | +8.6% | +7.6% |
| 6M | +48.4% | +13.0% | +35.4% | +29.4% |
| YTD | +97.5% | +12.4% | +85.1% | +73.4% |
| 1Y | +148.6% | +18.5% | +130.0% | +106.7% |
| All | +176.4% | +76.5% | +99.8% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling