-69.6%
WVE vs SPY
+340.0%
-409.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -18.0% | +0.1% | -18.1% | -18.1% |
| 3M | -20.2% | +2.0% | -22.2% | -22.0% |
| 6M | -64.6% | +13.0% | -77.6% | -68.7% |
| YTD | -71.4% | +13.5% | -85.0% | -74.9% |
| 1Y | -40.6% | +20.0% | -60.6% | -51.1% |
| 3Y | +7.0% | +77.2% | -70.1% | -42.0% |
| 5Y | -22.0% | +81.9% | -103.9% | -57.7% |
| 10Y | -80.6% | +314.1% | -394.6% | -94.8% |
| All | -69.6% | +340.0% | -409.6% | -91.8% |
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