-100.0%
WWR vs SPY
+1,265.8%
-1,365.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -4.0% |
| 7D | -2.4% | -0.9% | -1.5% | -1.2% |
| 30D | -9.1% | -2.4% | -6.7% | -6.2% |
| 3M | -33.3% | -1.2% | -32.2% | -32.2% |
| 6M | -42.0% | +3.3% | -45.3% | -43.4% |
| YTD | -46.7% | +12.3% | -59.0% | -52.3% |
| 1Y | -63.3% | +12.4% | -75.7% | -67.0% |
| 3Y | -29.8% | +78.8% | -108.6% | -64.2% |
| 5Y | -88.8% | +75.2% | -164.0% | -94.1% |
| 10Y | -99.3% | +311.1% | -410.4% | -99.9% |
| All | -100.0% | +1,265.8% | -1,365.8% | -100.0% |
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