-34.8%
WVE vs SPY
+17.1%
-51.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.1% |
| 7D | -0.6% | -2.0% | +1.3% | +2.1% |
| 30D | -7.5% | -1.7% | -5.9% | -5.5% |
| 3M | -17.5% | +4.7% | -22.2% | -22.8% |
| 6M | -66.0% | +12.5% | -78.5% | -71.6% |
| YTD | -72.5% | +11.7% | -84.3% | -76.8% |
| All | -34.8% | +17.1% | -51.9% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling