+164.6%
WWW vs SPY
+76.5%
+88.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.6% |
| 7D | +1.6% | -0.4% | +2.0% | +2.2% |
| 30D | +3.5% | -1.4% | +4.9% | +5.9% |
| 3M | +15.5% | +3.7% | +11.8% | +9.0% |
| 6M | +18.7% | +13.0% | +5.7% | -2.5% |
| YTD | +9.9% | +12.4% | -2.5% | -8.8% |
| 1Y | -36.5% | +18.5% | -55.1% | -52.0% |
| All | +164.6% | +76.5% | +88.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling