+3,943.0%
WWW vs SPY
+3,034.0%
+909.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.2% |
| 7D | +16.7% | +2.6% | +14.1% | +13.9% |
| 30D | +32.2% | -2.0% | +34.2% | +34.8% |
| 3M | +25.9% | -2.8% | +28.6% | +29.4% |
| 6M | +62.1% | +2.1% | +60.0% | +59.1% |
| YTD | +40.3% | +11.5% | +28.8% | +27.4% |
| 1Y | +63.1% | +13.5% | +49.6% | +45.6% |
| 3Y | +252.3% | +77.7% | +174.6% | +116.3% |
| 5Y | -16.6% | +72.6% | -89.3% | -46.0% |
| 10Y | +29.7% | +308.2% | -278.4% | -57.4% |
| All | +3,943.0% | +3,034.0% | +909.0% | +210.9% |
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