-33.4%
WW vs SPY
+26.4%
-59.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +1.1% |
| 7D | +10.6% | +0.5% | +10.0% | +9.2% |
| 30D | -0.7% | -0.9% | +0.2% | +1.4% |
| 3M | +4.7% | +3.9% | +0.8% | -3.9% |
| 6M | -19.9% | +14.5% | -34.5% | -38.1% |
| YTD | -38.4% | +12.9% | -51.3% | -50.5% |
| 1Y | -43.8% | +19.4% | -63.1% | -58.0% |
| All | -33.4% | +26.4% | -59.7% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling