+92.3%
WTTR vs SPY
+261.3%
-169.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.3% |
| 7D | +3.6% | +0.5% | +3.1% | +3.0% |
| 30D | +2.8% | -0.9% | +3.8% | +3.8% |
| 3M | +12.8% | +3.9% | +8.9% | +7.3% |
| 6M | +51.5% | +14.5% | +37.0% | +28.2% |
| YTD | +100.4% | +12.9% | +87.4% | +72.5% |
| 1Y | +147.8% | +19.4% | +128.4% | +100.7% |
| 3Y | +170.6% | +78.5% | +92.2% | +37.6% |
| 5Y | +340.5% | +81.8% | +258.8% | +115.2% |
| All | +92.3% | +261.3% | -169.1% | -50.5% |
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 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