+507.5%
WTV vs SPY
+651.5%
-144.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.6% |
| 7D | +0.4% | +0.5% | -0.2% | -0.1% |
| 30D | +0.5% | -0.9% | +1.4% | +1.4% |
| 3M | +6.2% | +3.9% | +2.3% | +2.3% |
| 6M | +12.7% | +14.5% | -1.8% | -0.9% |
| YTD | +17.0% | +12.9% | +4.1% | +4.1% |
| 1Y | +20.6% | +19.4% | +1.3% | +1.9% |
| 3Y | +79.4% | +78.5% | +1.0% | +3.8% |
| 5Y | +92.7% | +81.8% | +10.9% | +9.1% |
| 10Y | +301.3% | +311.5% | -10.2% | +6.8% |
| All | +507.5% | +651.5% | -144.0% | -9.8% |
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