-10.9%
WYY vs SPY
+13.0%
-23.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -2.1% |
| 7D | -10.3% | -0.9% | -9.4% | -9.4% |
| 30D | -13.2% | -2.4% | -10.9% | -11.6% |
| 3M | -46.0% | -1.2% | -44.8% | -45.6% |
| 6M | -32.4% | +3.3% | -35.7% | -34.7% |
| YTD | +12.3% | +12.3% | 0.0% | -5.1% |
| 1Y | -10.9% | +12.4% | -23.4% | -24.9% |
| All | -10.9% | +13.0% | -23.9% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling