+161.2%
WYY vs SPY
+318.9%
-157.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -6.0% | -2.0% | -4.0% | -4.7% |
| 30D | -4.0% | -1.7% | -2.4% | -2.8% |
| 3M | -8.5% | +4.7% | -13.3% | -11.2% |
| 6M | +142.3% | +12.5% | +129.8% | +123.5% |
| YTD | +99.4% | +11.7% | +87.7% | +85.1% |
| 1Y | +101.3% | +17.5% | +83.8% | +81.0% |
| 3Y | +478.9% | +76.6% | +402.4% | +308.4% |
| 5Y | +96.9% | +82.0% | +14.8% | +34.9% |
| All | +161.2% | +318.9% | -157.7% | +19.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling