+252.3%
WWW vs SPY
+78.1%
+174.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.4% |
| 7D | +16.7% | +2.6% | +14.1% | +11.9% |
| 30D | +32.2% | -2.0% | +34.2% | +36.4% |
| 3M | +25.9% | -2.8% | +28.6% | +31.6% |
| 6M | +62.1% | +2.1% | +60.0% | +56.1% |
| YTD | +40.3% | +11.5% | +28.8% | +17.0% |
| 1Y | +63.1% | +13.5% | +49.6% | +31.8% |
| 3Y | +252.3% | +77.7% | +174.6% | +1.6% |
| All | +252.3% | +78.1% | +174.3% | +1.6% |
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