-84.4%
WWR vs SPY
+81.0%
-165.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -6.5% | -1.4% | -5.1% | -5.1% |
| 3M | +16.0% | +3.7% | +12.3% | +12.3% |
| 6M | -27.5% | +13.0% | -40.5% | -35.3% |
| YTD | -22.7% | +12.4% | -35.1% | -30.5% |
| 1Y | -17.1% | +18.5% | -35.7% | -29.1% |
| 3Y | -20.5% | +77.6% | -98.2% | -56.8% |
| 5Y | -84.4% | +81.7% | -166.1% | -90.8% |
| All | -84.4% | +81.0% | -165.4% | -90.8% |
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 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