-55.5%
WW vs SPY
+24.0%
-79.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +9.9% | +10.3% |
| 7D | -7.4% | -0.6% | -6.8% | -8.3% |
| 30D | -19.1% | -3.7% | -15.4% | -13.4% |
| 3M | -24.3% | -2.7% | -21.5% | -20.5% |
| 6M | +17.8% | +2.2% | +15.7% | +11.9% |
| YTD | -58.9% | +10.8% | -69.7% | -66.0% |
| 1Y | -58.6% | +11.2% | -69.8% | -66.2% |
| All | -55.5% | +24.0% | -79.5% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling