-100.0%
WWR vs SPY
+1,256.0%
-1,356.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +3.0% |
| 7D | +2.6% | +2.6% | 0.0% | -0.5% |
| 30D | -4.8% | -2.0% | -2.8% | -2.2% |
| 3M | -31.0% | -2.8% | -28.3% | -28.4% |
| 6M | -36.5% | +2.1% | -38.6% | -37.1% |
| YTD | -46.7% | +11.5% | -58.2% | -51.8% |
| 1Y | -60.4% | +13.5% | -73.9% | -64.8% |
| 3Y | -33.3% | +77.7% | -111.0% | -65.7% |
| 5Y | -88.8% | +72.6% | -161.4% | -94.0% |
| 10Y | -99.3% | +308.2% | -407.4% | -99.9% |
| All | -100.0% | +1,256.0% | -1,356.0% | -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