-59.4%
WW vs SPY
+24.5%
-83.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -7.5% |
| 7D | -18.1% | +0.1% | -18.2% | -20.0% |
| 30D | -26.2% | -3.3% | -22.9% | -21.4% |
| 3M | -39.5% | -2.4% | -37.0% | -36.8% |
| 6M | +7.5% | +2.6% | +5.0% | +1.5% |
| YTD | -62.5% | +11.2% | -73.7% | -69.1% |
| 1Y | -66.2% | +13.4% | -79.6% | -73.2% |
| All | -59.4% | +24.5% | -83.9% | -69.5% |
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