+4.4%
WY vs SPY
+318.9%
-314.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.0% |
| 7D | -3.7% | -2.0% | -1.7% | -1.4% |
| 30D | -11.3% | -1.7% | -9.6% | -9.6% |
| 3M | -8.1% | +4.7% | -12.9% | -13.3% |
| 6M | -7.4% | +12.5% | -19.9% | -19.9% |
| YTD | -4.7% | +11.7% | -16.4% | -17.2% |
| 1Y | -9.2% | +17.5% | -26.7% | -26.0% |
| 3Y | -24.7% | +76.6% | -101.3% | -64.2% |
| 5Y | -21.6% | +82.0% | -103.6% | -64.7% |
| All | +4.4% | +318.9% | -314.5% | -83.7% |
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