-23.3%
WY vs SPY
+78.1%
-101.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.8% | +2.6% | -3.4% | -2.3% |
| 30D | +10.1% | -2.0% | +12.1% | +11.1% |
| 3M | -15.4% | -2.8% | -12.6% | -14.2% |
| 6M | -8.3% | +2.1% | -10.4% | -9.9% |
| YTD | -9.8% | +11.5% | -21.3% | -16.4% |
| 1Y | -3.9% | +13.5% | -17.3% | -12.0% |
| 3Y | -23.3% | +77.7% | -101.0% | -59.7% |
| All | -23.3% | +78.1% | -101.4% | -59.7% |
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 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