+2.8%
WWW vs SPY
+318.9%
-316.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.8% |
| 7D | -1.3% | -2.0% | +0.7% | +1.3% |
| 30D | +6.0% | -1.7% | +7.6% | +8.4% |
| 3M | +13.0% | +4.7% | +8.3% | +6.4% |
| 6M | +18.8% | +12.5% | +6.3% | +1.9% |
| YTD | +8.2% | +11.7% | -3.5% | -6.1% |
| 1Y | -36.2% | +17.5% | -53.7% | -48.3% |
| 3Y | +157.4% | +76.6% | +80.8% | +29.7% |
| 5Y | -35.2% | +82.0% | -117.2% | -67.7% |
| All | +2.8% | +318.9% | -316.0% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling