+485.9%
WYY vs SPY
+78.7%
+407.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +6.0% | +0.5% | +5.4% | +5.5% |
| 30D | -6.2% | -0.9% | -5.3% | -5.1% |
| 3M | -3.8% | +3.9% | -7.7% | -7.1% |
| 6M | +134.1% | +14.5% | +119.6% | +102.7% |
| YTD | +101.9% | +12.9% | +88.9% | +77.8% |
| 1Y | +106.1% | +19.4% | +86.7% | +72.3% |
| 3Y | +485.9% | +78.5% | +407.5% | +275.8% |
| All | +485.9% | +78.7% | +407.2% | +275.8% |
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