-100.0%
WWR vs SPY
+1,281.0%
-1,381.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | -3.4% | +0.1% | -3.6% | -3.7% |
| 30D | +30.2% | +0.1% | +30.2% | +30.5% |
| 3M | +7.7% | +2.0% | +5.7% | +6.2% |
| 6M | -33.3% | +13.0% | -46.3% | -41.1% |
| YTD | -25.3% | +13.5% | -38.9% | -34.3% |
| 1Y | -26.3% | +20.0% | -46.3% | -39.0% |
| 3Y | -23.3% | +77.2% | -100.5% | -60.8% |
| 5Y | -85.5% | +81.9% | -167.4% | -92.7% |
| 10Y | -99.3% | +314.1% | -413.4% | -99.9% |
| All | -100.0% | +1,281.0% | -1,381.0% | -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