+344.0%
WY vs SPY
+3,074.3%
-2,730.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.6% |
| 30D | -10.5% | -0.9% | -9.5% | -9.6% |
| 3M | -4.9% | +3.9% | -8.8% | -8.9% |
| 6M | -4.9% | +14.5% | -19.4% | -18.1% |
| YTD | -1.7% | +12.9% | -14.6% | -14.3% |
| 1Y | -9.4% | +19.4% | -28.7% | -25.8% |
| 3Y | -22.3% | +78.5% | -100.8% | -59.4% |
| 5Y | -20.5% | +81.8% | -102.3% | -59.5% |
| 10Y | +4.9% | +311.5% | -306.6% | -75.6% |
| All | +344.0% | +3,074.3% | -2,730.2% | -87.0% |
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