+307.2%
WY vs SPY
+3,034.0%
-2,726.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -0.8% | +2.6% | -3.4% | -3.5% |
| 30D | +10.1% | -2.0% | +12.1% | +11.9% |
| 3M | -15.4% | -2.8% | -12.6% | -13.3% |
| 6M | -8.3% | +2.1% | -10.4% | -11.2% |
| YTD | -9.8% | +11.5% | -21.3% | -20.7% |
| 1Y | -3.9% | +13.5% | -17.3% | -17.2% |
| 3Y | -23.3% | +77.7% | -101.0% | -59.9% |
| 5Y | -31.2% | +72.6% | -103.8% | -63.1% |
| 10Y | +5.5% | +308.2% | -302.6% | -75.4% |
| All | +307.2% | +3,034.0% | -2,726.7% | -87.9% |
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