-31.9%
WWW vs SPY
+82.3%
-114.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.1% |
| 7D | -4.0% | -0.8% | -3.2% | -2.8% |
| 30D | +10.4% | -1.1% | +11.4% | +12.3% |
| 3M | +10.1% | +3.9% | +6.2% | +3.8% |
| 6M | +24.3% | +13.6% | +10.7% | +2.5% |
| YTD | +11.8% | +12.7% | -0.9% | -6.5% |
| 1Y | -33.3% | +17.5% | -50.8% | -47.8% |
| 3Y | +169.2% | +76.9% | +92.3% | +19.7% |
| All | -31.9% | +82.3% | -114.1% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling