+275.9%
WYY vs SPY
+78.0%
+197.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -3.0% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -14.4% | -3.3% | -11.1% | -11.6% |
| 3M | -46.0% | -2.4% | -43.6% | -45.0% |
| 6M | -21.4% | +2.6% | -24.0% | -23.9% |
| YTD | +16.2% | +11.2% | +5.0% | +3.1% |
| 1Y | -8.6% | +13.4% | -22.0% | -20.5% |
| 3Y | +275.9% | +79.9% | +196.0% | +203.6% |
| All | +275.9% | +78.0% | +197.9% | +203.6% |
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