+2.3%
WVE vs SPY
+76.5%
-74.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.4% |
| 7D | -1.4% | -0.4% | -1.1% | -1.0% |
| 30D | -20.8% | -1.4% | -19.4% | -19.3% |
| 3M | -16.8% | +3.7% | -20.5% | -20.9% |
| 6M | -63.8% | +13.0% | -76.8% | -68.9% |
| YTD | -71.7% | +12.4% | -84.1% | -75.5% |
| 1Y | -35.7% | +18.5% | -54.2% | -48.4% |
| All | +2.3% | +76.5% | -74.2% | -42.4% |
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